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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 251 340 CHF | 1 261 340 CHF | 99,16% | 99,16% |
28/05/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 217 770 CHF | 1 227 770 CHF | 98,96% | 98,96% |
27/05/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 1 000 000 | 1 000 000 | 990 681 | 990 681 | 1 232 100 CHF | 1 242 100 CHF | 99,50% | 99,50% |
24/05/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 260 490 CHF | 1 270 490 CHF | 99,20% | 99,20% |
23/05/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 1 000 000 | 1 000 000 | 994 547 | 994 547 | 1 249 810 CHF | 1 259 810 CHF | 99,39% | 99,39% |
22/05/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 255 940 CHF | 1 265 940 CHF | 100,00% | 100,00% |
21/05/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 1 000 000 | 1 000 000 | 999 785 | 999 785 | 1 230 440 CHF | 1 240 440 CHF | 98,96% | 98,96% |
17/05/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 242 930 CHF | 1 252 930 CHF | 100,00% | 100,00% |
16/05/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 998 982 | 998 982 | 1 218 560 CHF | 1 228 560 CHF | 99,99% | 99,99% |
15/05/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 998 046 | 998 046 | 1 248 560 CHF | 1 258 560 CHF | 99,73% | 99,73% |