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 | 0,95% | 1,06 CHF | 1,07 CHF | 41 000 | 41 000 | 40 614 | 40 614 | 43 131 CHF | 43 538 CHF | 100,00% | 100,00% |
15/05/2024 | 1,03% | 1,05 CHF | 1,06 CHF | 41 000 | 41 000 | 40 616 | 40 616 | 39 685 CHF | 40 091 CHF | 100,00% | 100,00% |
14/05/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 41 000 | 41 000 | 40 745 | 40 745 | 41 432 CHF | 41 840 CHF | 98,94% | 98,94% |
13/05/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 41 000 | 41 000 | 40 585 | 40 585 | 41 367 CHF | 41 773 CHF | 100,00% | 100,00% |
10/05/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 41 000 | 41 000 | 40 646 | 40 646 | 40 408 CHF | 40 815 CHF | 87,38% | 93,55% |
08/05/2024 | 1,19% | 0,91 CHF | 0,92 CHF | 41 000 | 41 000 | 41 393 | 41 393 | 34 702 CHF | 35 116 CHF | 99,50% | 99,50% |
07/05/2024 | 1,49% | 0,72 CHF | 0,73 CHF | 42 000 | 42 000 | 41 576 | 41 579 | 27 978 CHF | 28 397 CHF | 99,50% | 99,50% |
06/05/2024 | 1,34% | 0,66 CHF | 0,67 CHF | 42 000 | 42 000 | 41 533 | 41 531 | 31 321 CHF | 31 735 CHF | 97,70% | 97,70% |
03/05/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 42 000 | 42 000 | 41 842 | 41 842 | 30 414 CHF | 30 832 CHF | 97,26% | 97,26% |
02/05/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 42 000 | 42 000 | 41 867 | 41 867 | 29 562 CHF | 29 981 CHF | 99,01% | 99,01% |