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 | 0,36% | 3,73 CHF | 3,75 CHF | 150 000 | 150 000 | 149 658 | 149 658 | 557 103 CHF | 559 113 CHF | 99,17% | 99,17% |
15/05/2024 | 0,41% | 3,79 CHF | 3,80 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 580 247 CHF | 582 627 CHF | 100,00% | 100,00% |
14/05/2024 | 0,34% | 3,94 CHF | 3,96 CHF | 125 000 | 125 000 | 124 683 | 124 683 | 497 810 CHF | 499 528 CHF | 100,00% | 100,00% |
13/05/2024 | 0,36% | 3,99 CHF | 4,00 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 498 990 CHF | 500 814 CHF | 100,00% | 100,00% |
10/05/2024 | 0,37% | 4,03 CHF | 4,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 506 917 CHF | 508 788 CHF | 100,00% | 100,00% |
08/05/2024 | 0,32% | 4,26 CHF | 4,28 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 535 264 CHF | 536 958 CHF | 100,00% | 100,00% |
07/05/2024 | 0,35% | 4,36 CHF | 4,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 445 910 CHF | 447 466 CHF | 100,00% | 100,00% |
06/05/2024 | 0,32% | 4,68 CHF | 4,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 466 000 CHF | 467 491 CHF | 100,00% | 100,00% |
03/05/2024 | 0,33% | 4,79 CHF | 4,80 CHF | 100 000 | 100 000 | 99 788 | 99 788 | 478 093 CHF | 479 668 CHF | 100,00% | 100,00% |
02/05/2024 | 0,33% | 4,90 CHF | 4,91 CHF | 100 000 | 100 000 | 99 537 | 99 537 | 480 273 CHF | 481 842 CHF | 100,00% | 100,00% |