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 | 0,96% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 620 609 CHF | 208 870 CHF | 99,27% | 99,27% |
15/05/2024 | 1,05% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 569 574 CHF | 191 858 CHF | 99,12% | 99,12% |
14/05/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 522 664 CHF | 176 221 CHF | 99,27% | 99,27% |
13/05/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 529 299 CHF | 178 433 CHF | 98,75% | 98,75% |
10/05/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 556 070 CHF | 187 357 CHF | 99,27% | 99,27% |
08/05/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 528 579 CHF | 178 193 CHF | 99,27% | 99,27% |
07/05/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 507 800 CHF | 171 267 CHF | 99,27% | 99,27% |
06/05/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 491 722 CHF | 165 907 CHF | 99,27% | 99,27% |
03/05/2024 | 1,29% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 462 839 CHF | 156 280 CHF | 99,10% | 99,10% |
02/05/2024 | 1,27% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 470 570 CHF | 158 857 CHF | 99,23% | 99,23% |