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 | 4,85% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 499 281 | 499 281 | 100 995 CHF | 105 995 CHF | 100,00% | 100,00% |
15/05/2024 | 5,21% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 499 119 | 499 119 | 94 090 CHF | 99 090 CHF | 100,00% | 100,00% |
14/05/2024 | 4,73% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 103 425 CHF | 108 425 CHF | 100,00% | 100,00% |
13/05/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 109 136 CHF | 114 136 CHF | 100,00% | 100,00% |
10/05/2024 | 3,92% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 125 301 CHF | 130 301 CHF | 100,00% | 100,00% |
08/05/2024 | 4,87% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 100 362 CHF | 105 362 CHF | 99,63% | 99,63% |
07/05/2024 | 4,26% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 115 144 CHF | 120 144 CHF | 100,00% | 100,00% |
06/05/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 121 414 CHF | 126 414 CHF | 100,00% | 100,00% |
03/05/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 122 068 CHF | 127 068 CHF | 99,98% | 99,98% |
02/05/2024 | 3,76% | 0,24 CHF | 0,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 130 676 CHF | 135 676 CHF | 100,00% | 100,00% |