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 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 643 CHF | 56 393 CHF | 99,81% | 99,81% |
15/05/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 74 978 | 56 436 CHF | 57 169 CHF | 99,93% | 100,00% |
14/05/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 74 992 | 74 975 | 51 917 CHF | 52 655 CHF | 99,64% | 99,72% |
13/05/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 480 | 75 442 | 52 643 CHF | 53 370 CHF | 99,92% | 100,00% |
10/05/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 182 CHF | 63 182 CHF | 100,00% | 100,00% |
08/05/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 192 | 99 213 | 58 476 CHF | 59 480 CHF | 65,61% | 65,77% |
07/05/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 77 860 | 77 883 | 54 378 CHF | 55 173 CHF | 99,53% | 99,53% |
06/05/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 142 846 | 142 804 | 55 670 CHF | 57 082 CHF | 99,76% | 99,76% |
03/05/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 149 998 | 54 434 CHF | 55 933 CHF | 100,00% | 100,00% |
02/05/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 632 CHF | 54 132 CHF | 100,00% | 100,00% |