Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 280 000 | 280 000 | 279 575 | 279 575 | 87 361 CHF | 90 161 CHF | 100,00% | 100,00% |
15/05/2024 | 3,45% | 0,31 CHF | 0,32 CHF | 290 000 | 290 000 | 291 435 | 291 435 | 83 385 CHF | 86 305 CHF | 100,00% | 100,00% |
14/05/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 290 000 | 290 000 | 289 835 | 289 835 | 86 318 CHF | 89 218 CHF | 99,96% | 99,96% |
13/05/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 84 114 CHF | 86 914 CHF | 100,00% | 100,00% |
10/05/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 300 000 | 300 000 | 301 554 | 301 554 | 88 217 CHF | 91 233 CHF | 100,00% | 100,00% |
08/05/2024 | 3,88% | 0,28 CHF | 0,28 CHF | 320 000 | 320 000 | 326 854 | 326 854 | 82 727 CHF | 85 995 CHF | 99,24% | 99,24% |
07/05/2024 | 4,55% | 0,23 CHF | 0,24 CHF | 330 000 | 330 000 | 329 639 | 329 639 | 70 917 CHF | 74 217 CHF | 97,37% | 97,37% |
06/05/2024 | 4,18% | 0,21 CHF | 0,22 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 77 326 CHF | 80 626 CHF | 100,00% | 100,00% |
03/05/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 75 631 CHF | 78 931 CHF | 99,97% | 99,97% |
02/05/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 74 043 CHF | 77 343 CHF | 99,99% | 99,99% |