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 | 0,93% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 641 496 CHF | 215 832 CHF | 99,27% | 99,27% |
15/05/2024 | 1,02% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 584 880 CHF | 196 960 CHF | 99,12% | 99,12% |
14/05/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 544 827 CHF | 183 609 CHF | 99,27% | 99,27% |
13/05/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 550 970 CHF | 185 657 CHF | 98,75% | 98,75% |
10/05/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 573 607 CHF | 193 202 CHF | 99,27% | 99,27% |
08/05/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 550 729 CHF | 185 576 CHF | 99,27% | 99,27% |
07/05/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 533 293 CHF | 179 764 CHF | 99,27% | 99,27% |
06/05/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 519 528 CHF | 175 176 CHF | 99,27% | 99,27% |
03/05/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 495 507 CHF | 167 169 CHF | 99,10% | 99,10% |
02/05/2024 | 1,19% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 502 740 CHF | 169 580 CHF | 99,24% | 99,24% |