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% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 823 205 CHF | 275 902 CHF | 99,27% | 99,27% |
15/05/2024 | 0,58% | 1,88 CHF | 1,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 781 069 CHF | 261 856 CHF | 99,11% | 99,11% |
14/05/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 735 986 CHF | 246 829 CHF | 99,27% | 99,27% |
13/05/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 741 443 CHF | 248 648 CHF | 98,75% | 98,75% |
10/05/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 765 235 CHF | 256 578 CHF | 99,27% | 99,27% |
08/05/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 737 740 CHF | 247 413 CHF | 99,27% | 99,27% |
07/05/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 716 889 CHF | 240 463 CHF | 99,27% | 99,27% |
06/05/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 700 204 CHF | 234 901 CHF | 99,27% | 99,27% |
03/05/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 458 713 | 152 904 | 682 800 CHF | 229 129 CHF | 99,09% | 99,09% |
02/05/2024 | 0,66% | 1,40 CHF | 1,41 CHF | 600 000 | 200 000 | 477 573 | 159 191 | 715 137 CHF | 239 971 CHF | 99,24% | 99,24% |