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 | 0,56% | 21,11 CHF | 21,23 CHF | 10 000 | 10 000 | 9 978 | 9 978 | 212 045 CHF | 213 243 CHF | 99,18% | 99,18% |
15/05/2024 | 0,56% | 20,54 CHF | 20,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 296 534 CHF | 298 184 CHF | 100,00% | 100,00% |
14/05/2024 | 0,59% | 19,05 CHF | 19,16 CHF | 15 000 | 15 000 | 14 965 | 14 965 | 277 948 CHF | 279 595 CHF | 100,00% | 100,00% |
13/05/2024 | 0,59% | 18,58 CHF | 18,69 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 278 821 CHF | 280 471 CHF | 100,00% | 100,00% |
10/05/2024 | 0,55% | 18,39 CHF | 18,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 272 854 CHF | 274 354 CHF | 100,00% | 100,00% |
08/05/2024 | 0,54% | 16,63 CHF | 16,72 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 247 281 CHF | 248 631 CHF | 100,00% | 100,00% |
07/05/2024 | 0,52% | 15,89 CHF | 15,97 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 306 040 CHF | 307 640 CHF | 100,00% | 100,00% |
06/05/2024 | 0,57% | 13,95 CHF | 14,03 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 282 184 CHF | 283 784 CHF | 100,00% | 100,00% |
03/05/2024 | 0,60% | 13,42 CHF | 13,50 CHF | 20 000 | 20 000 | 19 955 | 19 955 | 267 154 CHF | 268 751 CHF | 100,00% | 100,00% |
02/05/2024 | 0,61% | 12,80 CHF | 12,88 CHF | 20 000 | 20 000 | 19 909 | 19 909 | 263 527 CHF | 265 121 CHF | 100,00% | 100,00% |