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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/05/2024 | 0,46% | 11,00 CHF | 11,05 CHF | 70 000 | 70 000 | 69 340 | 69 340 | 766 674 CHF | 770 145 CHF | 100,00% | 100,00% |
29/05/2024 | 0,43% | 11,50 CHF | 11,55 CHF | 70 000 | 70 000 | 69 479 | 69 479 | 806 069 CHF | 809 546 CHF | 99,76% | 99,76% |
28/05/2024 | 0,42% | 11,85 CHF | 11,90 CHF | 70 000 | 70 000 | 69 379 | 69 379 | 830 204 CHF | 833 676 CHF | 99,94% | 99,94% |
27/05/2024 | 0,42% | 12,05 CHF | 12,10 CHF | 70 000 | 70 000 | 69 392 | 69 392 | 833 387 CHF | 836 860 CHF | 99,93% | 99,93% |
24/05/2024 | 0,41% | 12,20 CHF | 12,25 CHF | 70 000 | 70 000 | 69 888 | 69 888 | 845 913 CHF | 849 408 CHF | 93,14% | 93,14% |
23/05/2024 | 0,40% | 12,35 CHF | 12,40 CHF | 70 000 | 70 000 | 69 436 | 69 436 | 875 172 CHF | 878 646 CHF | 98,78% | 98,78% |
22/05/2024 | 0,39% | 12,80 CHF | 12,85 CHF | 70 000 | 70 000 | 69 532 | 69 532 | 887 740 CHF | 891 219 CHF | 99,70% | 99,70% |
21/05/2024 | 0,40% | 12,75 CHF | 12,80 CHF | 70 000 | 70 000 | 69 439 | 69 439 | 882 313 CHF | 885 788 CHF | 99,84% | 99,84% |
17/05/2024 | 0,39% | 12,75 CHF | 12,80 CHF | 70 000 | 70 000 | 69 492 | 69 492 | 886 420 CHF | 889 897 CHF | 99,77% | 99,77% |
16/05/2024 | 0,39% | 12,80 CHF | 12,85 CHF | 70 000 | 70 000 | 69 639 | 69 639 | 886 243 CHF | 889 727 CHF | 99,53% | 99,53% |