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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 76 555 CHF | 79 455 CHF | 100,00% | 100,00% |
22/05/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 81 846 CHF | 84 646 CHF | 100,00% | 100,00% |
21/05/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 260 000 | 260 000 | 259 806 | 259 806 | 81 673 CHF | 84 273 CHF | 99,32% | 99,32% |
17/05/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 92 367 CHF | 95 167 CHF | 100,00% | 100,00% |
16/05/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 280 000 | 280 000 | 279 575 | 279 575 | 87 361 CHF | 90 161 CHF | 100,00% | 100,00% |
15/05/2024 | 3,45% | 0,31 CHF | 0,32 CHF | 290 000 | 290 000 | 291 435 | 291 435 | 83 385 CHF | 86 305 CHF | 100,00% | 100,00% |
14/05/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 290 000 | 290 000 | 289 835 | 289 835 | 86 318 CHF | 89 218 CHF | 99,96% | 99,96% |
13/05/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 84 114 CHF | 86 914 CHF | 100,00% | 100,00% |
10/05/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 300 000 | 300 000 | 301 554 | 301 554 | 88 217 CHF | 91 233 CHF | 100,00% | 100,00% |
08/05/2024 | 3,88% | 0,28 CHF | 0,28 CHF | 320 000 | 320 000 | 326 854 | 326 854 | 82 727 CHF | 85 995 CHF | 99,24% | 99,24% |