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 | 2,18% | 0,46 CHF | 0,47 CHF | 648 000 | 648 000 | 640 182 | 640 182 | 293 754 CHF | 300 162 CHF | 100,00% | 100,00% |
15/05/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 593 000 | 593 000 | 589 694 | 589 694 | 292 665 CHF | 298 569 CHF | 100,00% | 100,00% |
14/05/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 590 000 | 590 000 | 587 831 | 587 831 | 310 255 CHF | 316 137 CHF | 98,98% | 98,98% |
13/05/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 578 000 | 578 000 | 571 608 | 571 608 | 302 350 CHF | 308 072 CHF | 100,00% | 100,00% |
10/05/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 508 000 | 508 000 | 504 970 | 504 970 | 275 525 CHF | 280 578 CHF | 99,85% | 99,85% |
08/05/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 479 000 | 479 000 | 474 820 | 474 820 | 288 922 CHF | 293 676 CHF | 100,00% | 100,00% |
07/05/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 412 000 | 412 000 | 410 125 | 410 125 | 271 126 CHF | 275 232 CHF | 100,00% | 100,00% |
06/05/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 400 000 | 400 000 | 395 972 | 395 972 | 286 454 CHF | 290 418 CHF | 99,80% | 99,80% |
03/05/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 382 000 | 382 000 | 379 249 | 379 249 | 290 515 CHF | 294 311 CHF | 98,25% | 98,25% |
02/05/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 401 000 | 401 000 | 395 388 | 395 388 | 308 027 CHF | 311 985 CHF | 100,00% | 100,00% |