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 | 1,18% | 1,79 CHF | 1,80 CHF | 100 000 | 100 000 | 66 505 | 66 505 | 114 435 CHF | 115 679 CHF | 96,38% | 96,38% |
15/05/2024 | 1,04% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 88 095 | 88 095 | 138 847 CHF | 140 203 CHF | 95,81% | 95,81% |
14/05/2024 | 0,85% | 1,57 CHF | 1,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 940 CHF | 154 238 CHF | 95,09% | 95,09% |
13/05/2024 | 0,88% | 1,59 CHF | 1,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 160 668 CHF | 162 081 CHF | 95,20% | 95,20% |
10/05/2024 | 0,85% | 1,63 CHF | 1,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 162 027 CHF | 163 417 CHF | 98,55% | 98,55% |
08/05/2024 | 0,86% | 1,61 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 158 404 CHF | 159 779 CHF | 98,78% | 98,78% |
07/05/2024 | 0,88% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 385 CHF | 154 746 CHF | 95,92% | 95,92% |
06/05/2024 | 0,93% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 146 334 CHF | 147 698 CHF | 96,34% | 96,34% |
03/05/2024 | 0,95% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 575 CHF | 141 917 CHF | 96,39% | 96,39% |
02/05/2024 | 0,97% | 1,40 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 142 353 CHF | 143 734 CHF | 99,41% | 99,41% |