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 | 0,61% | 1,62 CHF | 1,63 CHF | 276 100 | 276 100 | 275 849 | 275 849 | 453 001 CHF | 455 762 CHF | 100,00% | 100,00% |
15/05/2024 | 0,73% | 1,51 CHF | 1,52 CHF | 326 600 | 326 600 | 325 774 | 325 774 | 449 502 CHF | 452 768 CHF | 99,88% | 99,88% |
14/05/2024 | 0,84% | 1,27 CHF | 1,28 CHF | 335 100 | 335 100 | 335 099 | 335 099 | 397 448 CHF | 400 799 CHF | 99,29% | 99,29% |
13/05/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 348 300 | 348 300 | 348 300 | 348 300 | 414 170 CHF | 417 653 CHF | 100,00% | 100,00% |
10/05/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 434 900 | 434 900 | 434 900 | 434 900 | 490 795 CHF | 495 144 CHF | 100,00% | 100,00% |
08/05/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 498 000 | 498 000 | 498 000 | 498 000 | 443 519 CHF | 448 499 CHF | 99,77% | 99,77% |
07/05/2024 | 1,33% | 0,81 CHF | 0,82 CHF | 649 800 | 649 800 | 649 676 | 649 676 | 486 772 CHF | 493 270 CHF | 96,09% | 96,09% |
06/05/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 707 400 | 707 400 | 707 400 | 707 400 | 436 187 CHF | 443 261 CHF | 100,00% | 100,00% |
03/05/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 782 100 | 782 100 | 782 100 | 782 100 | 423 747 CHF | 431 568 CHF | 99,90% | 99,90% |
02/05/2024 | 1,88% | 0,48 CHF | 0,49 CHF | 712 400 | 712 400 | 712 400 | 712 400 | 375 774 CHF | 382 898 CHF | 99,62% | 99,62% |