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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 1,06% | 2,99 CHF | 3,02 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 73 920 CHF | 74 709 CHF | 100,00% | 100,00% |
24/05/2024 | 1,10% | 2,88 CHF | 2,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 058 CHF | 72 858 CHF | 97,61% | 97,61% |
23/05/2024 | 1,12% | 2,81 CHF | 2,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 750 CHF | 70 532 CHF | 93,36% | 93,36% |
22/05/2024 | 1,16% | 2,69 CHF | 2,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 226 CHF | 70 031 CHF | 97,49% | 97,49% |
21/05/2024 | 1,17% | 2,91 CHF | 2,95 CHF | 25 000 | 25 000 | 21 551 | 21 551 | 64 306 CHF | 65 043 CHF | 99,99% | 99,99% |
17/05/2024 | 1,32% | 3,10 CHF | 3,14 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 38 572 CHF | 39 084 CHF | 90,33% | 90,33% |
16/05/2024 | 1,26% | 2,51 CHF | 2,54 CHF | 25 000 | 25 000 | 29 381 | 25 000 | 70 625 CHF | 60 921 CHF | 96,74% | 96,74% |
15/05/2024 | 1,31% | 2,47 CHF | 2,50 CHF | 30 000 | 25 000 | 30 000 | 24 945 | 71 451 CHF | 60 192 CHF | 89,51% | 89,51% |
14/05/2024 | 1,26% | 2,43 CHF | 2,46 CHF | 30 000 | 25 000 | 29 761 | 24 829 | 71 678 CHF | 60 558 CHF | 93,33% | 93,33% |
13/05/2024 | 1,31% | 2,32 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 327 CHF | 59 376 CHF | 90,10% | 90,10% |