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 | 0,42% | 2,21 CHF | 2,22 CHF | 750 000 | 750 000 | 749 405 | 749 405 | 1 785 020 CHF | 1 792 520 CHF | 100,00% | 100,00% |
15/05/2024 | 0,42% | 2,52 CHF | 2,53 CHF | 750 000 | 750 000 | 748 397 | 748 397 | 1 795 830 CHF | 1 803 330 CHF | 99,53% | 99,53% |
14/05/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 750 000 | 750 000 | 749 889 | 749 889 | 1 647 570 CHF | 1 655 070 CHF | 99,83% | 99,83% |
13/05/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 1 695 810 CHF | 1 703 310 CHF | 100,00% | 100,00% |
10/05/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 1 791 800 CHF | 1 799 300 CHF | 99,99% | 99,99% |
08/05/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 750 000 | 750 000 | 749 837 | 749 836 | 1 358 550 CHF | 1 366 050 CHF | 99,45% | 99,45% |
07/05/2024 | 0,69% | 1,72 CHF | 1,73 CHF | 750 000 | 750 000 | 749 570 | 749 562 | 1 090 260 CHF | 1 097 750 CHF | 100,00% | 100,00% |
06/05/2024 | 0,90% | 1,19 CHF | 1,20 CHF | 750 000 | 750 000 | 749 898 | 749 830 | 833 965 CHF | 841 410 CHF | 99,72% | 99,72% |
03/05/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 643 382 CHF | 650 882 CHF | 99,43% | 99,43% |
02/05/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 577 974 CHF | 585 474 CHF | 99,57% | 99,57% |