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 | 1,19% | 1,69 CHF | 1,71 CHF | 41 000 | 41 000 | 40 616 | 40 616 | 68 816 CHF | 69 629 CHF | 100,00% | 100,00% |
15/05/2024 | 1,25% | 1,69 CHF | 1,71 CHF | 41 000 | 41 000 | 40 616 | 40 616 | 65 438 CHF | 66 252 CHF | 100,00% | 100,00% |
14/05/2024 | 1,21% | 1,63 CHF | 1,65 CHF | 41 000 | 41 000 | 40 752 | 40 752 | 67 214 CHF | 68 029 CHF | 98,94% | 98,94% |
13/05/2024 | 1,22% | 1,63 CHF | 1,65 CHF | 41 000 | 41 000 | 40 581 | 40 581 | 67 019 CHF | 67 832 CHF | 100,00% | 100,00% |
10/05/2024 | 1,23% | 1,65 CHF | 1,67 CHF | 41 000 | 41 000 | 40 648 | 40 648 | 66 170 CHF | 66 983 CHF | 87,24% | 93,34% |
08/05/2024 | 1,35% | 1,54 CHF | 1,56 CHF | 41 000 | 41 000 | 41 354 | 41 354 | 60 861 CHF | 61 688 CHF | 99,47% | 99,47% |
07/05/2024 | 1,54% | 1,35 CHF | 1,37 CHF | 42 000 | 42 000 | 41 586 | 41 586 | 54 291 CHF | 55 124 CHF | 99,49% | 99,49% |
06/05/2024 | 1,45% | 1,29 CHF | 1,31 CHF | 42 000 | 42 000 | 41 529 | 41 529 | 57 599 CHF | 58 431 CHF | 97,55% | 97,55% |
03/05/2024 | 1,46% | 1,34 CHF | 1,36 CHF | 42 000 | 42 000 | 41 842 | 41 842 | 56 988 CHF | 57 825 CHF | 97,28% | 97,91% |
02/05/2024 | 1,49% | 1,33 CHF | 1,35 CHF | 42 000 | 42 000 | 41 870 | 41 870 | 55 996 CHF | 56 834 CHF | 99,45% | 99,45% |