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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 360 544 | 120 181 | 195 691 CHF | 66 432 CHF | 99,31% | 99,31% |
22/05/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 219 353 CHF | 74 618 CHF | 99,38% | 99,38% |
21/05/2024 | 1,93% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 490 CHF | 78 330 CHF | 97,76% | 97,76% |
17/05/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 223 795 CHF | 76 098 CHF | 99,38% | 99,38% |
16/05/2024 | 1,92% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 233 453 CHF | 79 318 CHF | 99,37% | 99,37% |
15/05/2024 | 2,02% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 371 CHF | 75 290 CHF | 99,38% | 99,38% |
14/05/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 980 CHF | 68 160 CHF | 99,36% | 99,36% |
13/05/2024 | 2,16% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 205 933 CHF | 70 144 CHF | 98,79% | 98,79% |
10/05/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 233 319 CHF | 79 273 CHF | 99,37% | 99,37% |
08/05/2024 | 2,63% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 449 962 | 150 000 | 169 235 CHF | 57 916 CHF | 99,37% | 99,37% |