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 | 0,75% | 1,35 CHF | 1,36 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 321 730 CHF | 1 331 730 CHF | 99,67% | 99,67% |
28/05/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 287 800 CHF | 1 297 800 CHF | 98,96% | 98,96% |
27/05/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 1 000 000 | 1 000 000 | 990 691 | 990 691 | 1 301 640 CHF | 1 311 640 CHF | 99,50% | 99,50% |
24/05/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 331 040 CHF | 1 341 040 CHF | 99,16% | 99,16% |
23/05/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 1 000 000 | 1 000 000 | 994 558 | 994 558 | 1 319 830 CHF | 1 329 830 CHF | 99,36% | 99,36% |
22/05/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 326 260 CHF | 1 336 260 CHF | 100,00% | 100,00% |
21/05/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 1 000 000 | 1 000 000 | 999 794 | 999 794 | 1 300 440 CHF | 1 310 440 CHF | 98,96% | 98,96% |
17/05/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 312 910 CHF | 1 322 910 CHF | 100,00% | 100,00% |
16/05/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 998 982 | 998 982 | 1 287 510 CHF | 1 297 510 CHF | 100,00% | 100,00% |
15/05/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 998 005 | 998 005 | 1 318 130 CHF | 1 328 130 CHF | 99,84% | 99,84% |