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 | 5,66% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 171 936 CHF | 72 774 CHF | 97,99% | 97,99% |
15/05/2024 | 3,38% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 784 299 | 261 433 | 229 200 CHF | 79 014 CHF | 97,47% | 97,47% |
14/05/2024 | 2,59% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 609 903 | 203 301 | 232 748 CHF | 79 616 CHF | 97,24% | 97,24% |
13/05/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 638 150 | 212 717 | 234 978 CHF | 80 453 CHF | 99,04% | 99,04% |
10/05/2024 | 2,43% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 950 | 200 317 | 244 616 CHF | 83 542 CHF | 99,59% | 99,59% |
08/05/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 303 098 CHF | 103 033 CHF | 99,57% | 99,57% |
07/05/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 311 867 CHF | 105 956 CHF | 99,59% | 99,59% |
06/05/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 502 713 | 167 571 | 309 832 CHF | 104 953 CHF | 99,56% | 99,56% |
03/05/2024 | 1,18% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 746 CHF | 128 749 CHF | 99,35% | 99,35% |
02/05/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 448 417 | 149 472 | 501 521 CHF | 168 668 CHF | 99,56% | 99,56% |