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 | 0,80% | 1,22 CHF | 1,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 743 564 CHF | 249 855 CHF | 99,27% | 99,27% |
15/05/2024 | 0,87% | 1,24 CHF | 1,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 688 319 CHF | 231 440 CHF | 99,12% | 99,12% |
14/05/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 649 246 CHF | 218 415 CHF | 99,27% | 99,27% |
13/05/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 654 837 CHF | 220 279 CHF | 98,75% | 98,75% |
10/05/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 678 877 CHF | 228 292 CHF | 99,27% | 99,27% |
08/05/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 656 003 CHF | 220 668 CHF | 99,27% | 99,27% |
07/05/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 638 343 CHF | 214 781 CHF | 99,27% | 99,27% |
06/05/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 783 CHF | 210 261 CHF | 99,27% | 99,27% |
03/05/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 600 271 CHF | 202 090 CHF | 99,10% | 99,10% |
02/05/2024 | 0,98% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 608 306 CHF | 204 769 CHF | 99,24% | 99,24% |