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 | 0,55% | 1,82 CHF | 1,83 CHF | 140 000 | 140 000 | 138 500 | 138 500 | 253 069 CHF | 254 456 CHF | 100,00% | 100,00% |
15/05/2024 | 0,60% | 1,75 CHF | 1,76 CHF | 153 000 | 153 000 | 151 558 | 151 558 | 253 380 CHF | 254 897 CHF | 99,86% | 99,86% |
14/05/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 156 000 | 156 000 | 154 699 | 154 699 | 239 716 CHF | 241 265 CHF | 99,23% | 99,23% |
13/05/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 160 000 | 160 000 | 157 881 | 157 881 | 244 745 CHF | 246 325 CHF | 100,00% | 100,00% |
10/05/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 178 000 | 178 000 | 177 152 | 177 152 | 266 134 CHF | 267 908 CHF | 100,00% | 100,00% |
08/05/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 193 000 | 193 000 | 191 246 | 191 246 | 254 063 CHF | 255 977 CHF | 100,00% | 100,00% |
07/05/2024 | 0,83% | 1,27 CHF | 1,28 CHF | 222 000 | 222 000 | 221 295 | 221 295 | 268 615 CHF | 270 830 CHF | 100,00% | 100,00% |
06/05/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 235 000 | 235 000 | 232 450 | 232 450 | 255 029 CHF | 257 356 CHF | 100,00% | 100,00% |
03/05/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 248 000 | 248 000 | 246 321 | 246 321 | 253 109 CHF | 255 574 CHF | 98,39% | 98,39% |
02/05/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 239 000 | 239 000 | 236 117 | 236 117 | 238 790 CHF | 241 154 CHF | 100,00% | 100,00% |