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 | 1,62% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 069 CHF | 62 069 CHF | 99,35% | 99,35% |
15/05/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 832 | 99 750 | 63 639 CHF | 64 591 CHF | 98,88% | 98,88% |
14/05/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 962 CHF | 62 962 CHF | 100,00% | 100,00% |
13/05/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 519 CHF | 61 519 CHF | 100,00% | 100,00% |
10/05/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 114 641 CHF | 116 641 CHF | 100,00% | 100,00% |
08/05/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 105 250 CHF | 107 250 CHF | 100,00% | 100,00% |
07/05/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 96 610 CHF | 98 610 CHF | 96,44% | 96,44% |
06/05/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 92 204 CHF | 94 204 CHF | 100,00% | 100,00% |
03/05/2024 | 2,13% | 0,44 CHF | 0,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 92 712 CHF | 94 712 CHF | 98,64% | 98,64% |
02/05/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 95 918 CHF | 97 918 CHF | 99,13% | 99,13% |