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 | 1,53% | 1,31 CHF | 1,33 CHF | 41 000 | 41 000 | 40 614 | 40 614 | 53 324 CHF | 54 137 CHF | 100,00% | 100,00% |
15/05/2024 | 1,63% | 1,30 CHF | 1,32 CHF | 41 000 | 41 000 | 40 616 | 40 616 | 49 880 CHF | 50 694 CHF | 100,00% | 100,00% |
14/05/2024 | 1,58% | 1,24 CHF | 1,26 CHF | 41 000 | 41 000 | 40 745 | 40 745 | 51 631 CHF | 52 447 CHF | 98,94% | 98,94% |
13/05/2024 | 1,58% | 1,25 CHF | 1,27 CHF | 41 000 | 41 000 | 40 579 | 40 579 | 51 539 CHF | 52 351 CHF | 100,00% | 100,00% |
10/05/2024 | 1,61% | 1,27 CHF | 1,29 CHF | 41 000 | 41 000 | 40 677 | 40 677 | 50 653 CHF | 51 468 CHF | 87,08% | 93,23% |
08/05/2024 | 1,83% | 1,16 CHF | 1,18 CHF | 41 000 | 41 000 | 41 417 | 41 417 | 45 088 CHF | 45 917 CHF | 99,42% | 99,42% |
07/05/2024 | 2,17% | 0,97 CHF | 0,99 CHF | 42 000 | 42 000 | 41 581 | 41 581 | 38 410 CHF | 39 243 CHF | 99,43% | 99,43% |
06/05/2024 | 2,00% | 0,91 CHF | 0,93 CHF | 42 000 | 42 000 | 41 501 | 41 501 | 41 710 CHF | 42 542 CHF | 97,30% | 97,30% |
03/05/2024 | 2,03% | 0,95 CHF | 0,97 CHF | 42 000 | 42 000 | 41 842 | 41 842 | 40 900 CHF | 41 737 CHF | 97,29% | 97,29% |
02/05/2024 | 2,08% | 0,95 CHF | 0,97 CHF | 42 000 | 42 000 | 41 886 | 41 886 | 40 050 CHF | 40 888 CHF | 99,45% | 99,45% |