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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 3,09% | 0,56 CHF | 0,57 CHF | 500 000 | 500 000 | 187 060 | 187 060 | 105 053 CHF | 107 706 CHF | 99,38% | 99,38% |
28/05/2024 | 3,17% | 0,56 CHF | 0,57 CHF | 500 000 | 500 000 | 196 094 | 196 094 | 109 024 CHF | 111 745 CHF | 89,85% | 89,85% |
27/05/2024 | 3,64% | 0,52 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 987 CHF | 55 987 CHF | 98,80% | 98,80% |
24/05/2024 | 3,08% | 0,56 CHF | 0,57 CHF | 500 000 | 500 000 | 186 820 | 186 820 | 107 995 CHF | 110 646 CHF | 99,52% | 99,52% |
23/05/2024 | 3,39% | 0,54 CHF | 0,55 CHF | 500 000 | 500 000 | 186 891 | 186 891 | 98 533 CHF | 101 184 CHF | 99,41% | 99,41% |
22/05/2024 | 3,24% | 0,54 CHF | 0,55 CHF | 500 000 | 500 000 | 188 455 | 188 455 | 101 199 CHF | 103 862 CHF | 97,60% | 97,60% |
21/05/2024 | 3,02% | 0,56 CHF | 0,57 CHF | 300 000 | 300 000 | 112 103 | 112 103 | 64 422 CHF | 66 013 CHF | 99,56% | 99,56% |
17/05/2024 | 2,76% | 0,67 CHF | 0,68 CHF | 300 000 | 300 000 | 112 359 | 112 359 | 73 465 CHF | 75 058 CHF | 98,94% | 98,94% |
16/05/2024 | 2,86% | 0,62 CHF | 0,63 CHF | 300 000 | 300 000 | 112 099 | 112 099 | 68 903 CHF | 70 494 CHF | 99,60% | 99,60% |
15/05/2024 | 2,47% | 0,66 CHF | 0,67 CHF | 300 000 | 300 000 | 112 586 | 112 586 | 78 190 CHF | 79 784 CHF | 98,38% | 98,38% |