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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 848 940 CHF | 853 940 CHF | 100,00% | 100,00% |
21/05/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 500 000 | 500 000 | 499 475 | 499 475 | 810 318 CHF | 815 318 CHF | 100,00% | 100,00% |
17/05/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 783 592 CHF | 788 592 CHF | 100,00% | 100,00% |
16/05/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 500 000 | 500 000 | 499 638 | 499 638 | 798 261 CHF | 803 261 CHF | 100,00% | 100,00% |
15/05/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 500 000 | 500 000 | 499 094 | 499 094 | 833 395 CHF | 838 395 CHF | 100,00% | 100,00% |
14/05/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 500 000 | 500 000 | 499 914 | 499 914 | 799 666 CHF | 804 666 CHF | 99,99% | 99,99% |
13/05/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 793 714 CHF | 798 714 CHF | 100,00% | 100,00% |
10/05/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 748 663 CHF | 753 663 CHF | 100,00% | 100,00% |
08/05/2024 | 0,60% | 1,59 CHF | 1,60 CHF | 500 000 | 500 000 | 499 914 | 499 914 | 836 810 CHF | 841 810 CHF | 99,63% | 99,63% |
07/05/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 500 000 | 500 000 | 499 709 | 499 709 | 800 697 CHF | 805 697 CHF | 100,00% | 100,00% |