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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0,63% | 125,11 CHF | 125,90 CHF | 15 000 | 3 000 | 15 000 | 3 000 | 1 876 590 CHF | 377 685 CHF | 100,00% | 100,00% |
28/05/2024 | 0,79% | 125,00 CHF | 126,00 CHF | 15 000 | 3 000 | 15 000 | 3 000 | 1 880 940 CHF | 379 188 CHF | 100,00% | 100,00% |
27/05/2024 | 0,81% | 125,50 CHF | 126,50 CHF | 15 000 | 3 000 | 14 766 | 2 953 | 1 853 090 CHF | 373 578 CHF | 99,27% | 99,27% |
24/05/2024 | 0,63% | 125,61 CHF | 126,40 CHF | 15 000 | 3 000 | 15 000 | 3 000 | 1 881 120 CHF | 378 592 CHF | 100,00% | 100,00% |
23/05/2024 | 0,63% | 125,61 CHF | 126,40 CHF | 15 000 | 3 000 | 15 000 | 3 000 | 1 884 070 CHF | 379 189 CHF | 100,00% | 100,00% |
22/05/2024 | 0,80% | 125,00 CHF | 126,00 CHF | 15 000 | 3 000 | 15 000 | 3 000 | 1 877 370 CHF | 378 474 CHF | 100,00% | 100,00% |
21/05/2024 | 0,80% | 125,50 CHF | 126,50 CHF | 15 000 | 3 000 | 14 953 | 2 991 | 1 875 360 CHF | 378 064 CHF | 96,57% | 96,57% |
17/05/2024 | 0,63% | 125,61 CHF | 126,40 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 1 884 060 CHF | 1 895 890 CHF | 100,00% | 100,00% |
16/05/2024 | 0,63% | 125,11 CHF | 125,90 CHF | 15 000 | 15 000 | 14 984 | 14 984 | 1 875 650 CHF | 1 887 470 CHF | 99,90% | 99,90% |
15/05/2024 | 0,80% | 125,00 CHF | 126,00 CHF | 15 000 | 15 000 | 14 950 | 14 950 | 1 864 950 CHF | 1 879 910 CHF | 98,61% | 98,61% |