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 | 1,03% | 1,95 CHF | 1,97 CHF | 41 000 | 41 000 | 40 616 | 40 616 | 79 465 CHF | 80 278 CHF | 100,00% | 100,00% |
15/05/2024 | 1,07% | 1,95 CHF | 1,97 CHF | 41 000 | 41 000 | 40 617 | 40 617 | 76 077 CHF | 76 890 CHF | 100,00% | 100,00% |
14/05/2024 | 1,05% | 1,89 CHF | 1,91 CHF | 41 000 | 41 000 | 40 715 | 40 715 | 77 816 CHF | 78 630 CHF | 98,98% | 98,98% |
13/05/2024 | 1,05% | 1,89 CHF | 1,91 CHF | 41 000 | 41 000 | 40 572 | 40 572 | 77 617 CHF | 78 429 CHF | 100,00% | 100,00% |
10/05/2024 | 1,06% | 1,92 CHF | 1,94 CHF | 41 000 | 41 000 | 40 649 | 40 649 | 76 825 CHF | 77 638 CHF | 87,21% | 93,32% |
08/05/2024 | 1,15% | 1,80 CHF | 1,82 CHF | 41 000 | 41 000 | 41 361 | 41 361 | 71 650 CHF | 72 478 CHF | 99,45% | 99,45% |
07/05/2024 | 1,28% | 1,62 CHF | 1,64 CHF | 42 000 | 42 000 | 41 586 | 41 586 | 65 201 CHF | 66 034 CHF | 99,49% | 99,49% |
06/05/2024 | 1,22% | 1,56 CHF | 1,58 CHF | 42 000 | 42 000 | 41 500 | 41 500 | 68 444 CHF | 69 275 CHF | 97,63% | 97,63% |
03/05/2024 | 1,23% | 1,60 CHF | 1,62 CHF | 42 000 | 42 000 | 41 819 | 41 819 | 67 866 CHF | 68 703 CHF | 97,85% | 98,48% |
02/05/2024 | 1,25% | 1,59 CHF | 1,61 CHF | 42 000 | 42 000 | 41 871 | 41 871 | 66 931 CHF | 67 769 CHF | 99,52% | 99,52% |