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 | 0,40% | 2,49 CHF | 2,50 CHF | 41 000 | 41 000 | 40 615 | 40 615 | 101 197 CHF | 101 604 CHF | 100,00% | 100,00% |
15/05/2024 | 0,42% | 2,48 CHF | 2,49 CHF | 41 000 | 41 000 | 40 615 | 40 615 | 97 736 CHF | 98 142 CHF | 100,00% | 100,00% |
14/05/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 41 000 | 41 000 | 40 737 | 40 737 | 99 610 CHF | 100 018 CHF | 98,97% | 98,97% |
13/05/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 41 000 | 41 000 | 40 591 | 40 591 | 99 329 CHF | 99 735 CHF | 100,00% | 100,00% |
10/05/2024 | 0,42% | 2,45 CHF | 2,46 CHF | 41 000 | 41 000 | 40 648 | 40 648 | 98 473 CHF | 98 879 CHF | 87,24% | 93,34% |
08/05/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 41 000 | 41 000 | 41 397 | 41 397 | 93 808 CHF | 94 223 CHF | 99,36% | 99,36% |
07/05/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 42 000 | 42 000 | 41 584 | 41 584 | 87 349 CHF | 87 765 CHF | 99,49% | 99,49% |
06/05/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 42 000 | 42 000 | 41 536 | 41 536 | 90 623 CHF | 91 039 CHF | 97,53% | 97,53% |
03/05/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 42 000 | 42 000 | 41 829 | 41 829 | 90 192 CHF | 90 610 CHF | 96,26% | 96,26% |
02/05/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 42 000 | 42 000 | 41 871 | 41 871 | 89 252 CHF | 89 671 CHF | 99,33% | 99,33% |