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 | 1,23% | 2,44 CHF | 2,47 CHF | 75 000 | 75 000 | 74 297 | 74 296 | 181 704 CHF | 183 934 CHF | 100,00% | 100,00% |
15/05/2024 | 1,23% | 2,46 CHF | 2,49 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 182 204 CHF | 184 434 CHF | 100,00% | 100,00% |
14/05/2024 | 1,24% | 2,43 CHF | 2,46 CHF | 75 000 | 75 000 | 74 656 | 74 656 | 179 881 CHF | 182 122 CHF | 98,87% | 98,87% |
13/05/2024 | 1,25% | 2,41 CHF | 2,44 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 179 349 CHF | 181 580 CHF | 100,00% | 100,00% |
10/05/2024 | 1,28% | 2,38 CHF | 2,41 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 175 197 CHF | 177 427 CHF | 100,00% | 100,00% |
08/05/2024 | 1,29% | 2,33 CHF | 2,36 CHF | 75 000 | 75 000 | 74 237 | 74 237 | 173 734 CHF | 175 964 CHF | 92,49% | 92,49% |
07/05/2024 | 1,25% | 2,40 CHF | 2,43 CHF | 75 000 | 75 000 | 74 256 | 74 255 | 178 831 CHF | 181 058 CHF | 94,56% | 94,56% |
06/05/2024 | 1,39% | 2,18 CHF | 2,21 CHF | 75 000 | 75 000 | 74 296 | 74 296 | 161 153 CHF | 163 384 CHF | 99,91% | 99,91% |
03/05/2024 | 1,41% | 2,15 CHF | 2,18 CHF | 75 000 | 75 000 | 74 240 | 74 239 | 158 582 CHF | 160 812 CHF | 98,40% | 99,01% |
02/05/2024 | 1,42% | 2,11 CHF | 2,14 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 157 585 CHF | 159 816 CHF | 100,00% | 100,00% |