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 | 0,59% | 1,64 CHF | 1,65 CHF | 175 500 | 175 500 | 172 977 | 172 977 | 294 127 CHF | 295 859 CHF | 99,65% | 99,65% |
15/05/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 183 500 | 183 500 | 182 195 | 182 195 | 313 234 CHF | 315 058 CHF | 99,91% | 99,91% |
14/05/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 183 500 | 183 500 | 182 303 | 182 303 | 300 485 CHF | 302 310 CHF | 99,83% | 99,83% |
13/05/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 181 500 | 181 500 | 179 914 | 179 914 | 299 941 CHF | 301 742 CHF | 100,00% | 100,00% |
10/05/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 197 500 | 197 500 | 195 597 | 195 597 | 334 241 CHF | 336 198 CHF | 99,90% | 99,90% |
08/05/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 200 000 | 200 000 | 198 107 | 198 107 | 302 417 CHF | 304 400 CHF | 100,00% | 100,00% |
07/05/2024 | 0,71% | 1,49 CHF | 1,50 CHF | 200 000 | 200 000 | 198 128 | 198 128 | 280 223 CHF | 282 206 CHF | 100,00% | 100,00% |
06/05/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 200 000 | 200 000 | 198 082 | 198 082 | 259 260 CHF | 261 243 CHF | 97,39% | 97,39% |
03/05/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 200 000 | 200 000 | 199 098 | 199 098 | 246 528 CHF | 248 520 CHF | 97,12% | 97,12% |
02/05/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 198 113 | 198 113 | 240 720 CHF | 242 704 CHF | 99,50% | 99,50% |