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 | 0,33% | 2,99 CHF | 3,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 601 CHF | 74 851 CHF | 99,07% | 99,07% |
15/05/2024 | 0,32% | 2,93 CHF | 2,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 77 337 CHF | 77 587 CHF | 99,03% | 99,03% |
14/05/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 769 CHF | 77 019 CHF | 98,72% | 98,72% |
13/05/2024 | 0,38% | 2,89 CHF | 2,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 758 CHF | 66 008 CHF | 98,57% | 98,57% |
10/05/2024 | 0,45% | 2,45 CHF | 2,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 551 CHF | 55 801 CHF | 92,72% | 92,72% |
08/05/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 432 CHF | 63 682 CHF | 99,16% | 99,16% |
07/05/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 954 CHF | 64 204 CHF | 97,77% | 97,77% |
06/05/2024 | 0,44% | 2,48 CHF | 2,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 167 CHF | 57 417 CHF | 98,22% | 98,22% |
03/05/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 25 000 | 25 000 | 25 043 | 25 043 | 51 762 CHF | 52 012 CHF | 98,75% | 98,75% |
02/05/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 49 166 | 49 166 | 96 041 CHF | 96 533 CHF | 98,72% | 98,72% |