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 | 1,97% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 301 739 CHF | 102 580 CHF | 99,37% | 99,37% |
15/05/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 295 302 CHF | 100 434 CHF | 99,16% | 99,16% |
14/05/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 650 CHF | 88 883 CHF | 99,35% | 99,35% |
13/05/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 718 793 | 239 598 | 275 420 CHF | 94 203 CHF | 98,85% | 98,85% |
10/05/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 631 302 | 210 434 | 253 551 CHF | 86 621 CHF | 99,38% | 99,38% |
08/05/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 269 005 CHF | 92 168 CHF | 99,36% | 99,36% |
07/05/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 280 229 CHF | 95 910 CHF | 99,38% | 99,38% |
06/05/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 268 992 CHF | 92 164 CHF | 99,36% | 99,36% |
03/05/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 265 098 CHF | 90 866 CHF | 99,13% | 99,13% |
02/05/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 231 912 CHF | 79 804 CHF | 99,31% | 99,31% |