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 | 0,28% | 39,80 CHF | 39,91 CHF | 15 000 | 15 000 | 14 968 | 14 968 | 597 478 CHF | 599 127 CHF | 99,18% | 99,18% |
15/05/2024 | 0,29% | 39,23 CHF | 39,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 577 131 CHF | 578 781 CHF | 100,00% | 100,00% |
14/05/2024 | 0,30% | 37,77 CHF | 37,88 CHF | 15 000 | 15 000 | 14 966 | 14 966 | 558 485 CHF | 560 133 CHF | 100,00% | 100,00% |
13/05/2024 | 0,29% | 37,32 CHF | 37,43 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 559 910 CHF | 561 560 CHF | 100,00% | 100,00% |
10/05/2024 | 0,27% | 37,12 CHF | 37,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 553 533 CHF | 555 033 CHF | 100,00% | 100,00% |
08/05/2024 | 0,28% | 35,22 CHF | 35,32 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 526 242 CHF | 527 742 CHF | 100,00% | 100,00% |
07/05/2024 | 0,30% | 34,45 CHF | 34,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 506 712 CHF | 508 212 CHF | 100,00% | 100,00% |
06/05/2024 | 0,28% | 32,25 CHF | 32,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 486 178 CHF | 487 528 CHF | 100,00% | 100,00% |
03/05/2024 | 0,29% | 31,60 CHF | 31,69 CHF | 15 000 | 15 000 | 14 965 | 14 965 | 472 351 CHF | 473 699 CHF | 100,00% | 100,00% |
02/05/2024 | 0,29% | 30,84 CHF | 30,93 CHF | 15 000 | 15 000 | 14 930 | 14 930 | 468 179 CHF | 469 524 CHF | 100,00% | 100,00% |