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 | 0,42% | 2,47 CHF | 2,48 CHF | 174 000 | 174 000 | 78 225 | 78 225 | 191 869 CHF | 192 654 CHF | 99,57% | 99,96% |
15/05/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 176 000 | 176 000 | 176 938 | 176 938 | 412 213 CHF | 413 982 CHF | 12,00% | 99,98% |
14/05/2024 | 0,51% | 2,06 CHF | 1,97 CHF | 182 000 | 184 000 | 63 148 | 63 148 | 126 143 CHF | 126 776 CHF | 84,27% | 99,66% |
13/05/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 183 000 | 183 000 | 72 984 | 72 984 | 147 556 CHF | 148 288 CHF | 86,82% | 99,94% |
10/05/2024 | - | 1,99 CHF | - CHF | 184 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/05/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 183 000 | 183 000 | 80 317 | 80 317 | 163 955 CHF | 164 759 CHF | 98,99% | 98,99% |
07/05/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 183 000 | 183 000 | 81 594 | 81 594 | 168 616 CHF | 169 434 CHF | 99,53% | 99,53% |
06/05/2024 | 0,52% | 2,13 CHF | 2,14 CHF | 181 000 | 181 000 | 81 495 | 81 495 | 164 237 CHF | 165 053 CHF | 100,00% | 100,00% |
03/05/2024 | 0,59% | 1,79 CHF | 1,80 CHF | 189 000 | 189 000 | 85 496 | 85 496 | 149 961 CHF | 150 817 CHF | 99,82% | 99,82% |
02/05/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 193 000 | 193 000 | 87 769 | 87 769 | 132 909 CHF | 133 788 CHF | 99,94% | 99,94% |