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 | 0,48% | 10,45 CHF | 10,50 CHF | 59 000 | 59 000 | 58 447 | 58 447 | 611 997 CHF | 614 923 CHF | 100,00% | 100,00% |
15/05/2024 | 0,46% | 10,30 CHF | 10,35 CHF | 61 000 | 61 000 | 60 426 | 60 426 | 610 002 CHF | 612 778 CHF | 100,00% | 100,00% |
14/05/2024 | 0,10% | 9,94 CHF | 9,95 CHF | 62 000 | 62 000 | 61 681 | 61 681 | 605 058 CHF | 605 675 CHF | 98,95% | 98,95% |
13/05/2024 | 0,10% | 9,81 CHF | 9,82 CHF | 62 000 | 62 000 | 61 418 | 61 418 | 602 508 CHF | 603 123 CHF | 100,00% | 100,00% |
10/05/2024 | 0,10% | 9,74 CHF | 9,75 CHF | 65 000 | 65 000 | 64 376 | 64 376 | 623 146 CHF | 623 790 CHF | 100,00% | 100,00% |
08/05/2024 | 0,11% | 9,24 CHF | 9,25 CHF | 67 000 | 67 000 | 66 369 | 66 369 | 610 494 CHF | 611 159 CHF | 100,00% | 100,00% |
07/05/2024 | 0,11% | 9,04 CHF | 9,05 CHF | 71 000 | 71 000 | 70 335 | 70 335 | 623 023 CHF | 623 727 CHF | 100,00% | 100,00% |
06/05/2024 | 0,12% | 8,45 CHF | 8,46 CHF | 73 000 | 73 000 | 71 982 | 71 982 | 611 366 CHF | 612 086 CHF | 99,60% | 99,60% |
03/05/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 74 000 | 74 000 | 73 619 | 73 619 | 608 770 CHF | 609 507 CHF | 96,74% | 96,74% |
02/05/2024 | 0,12% | 8,08 CHF | 8,09 CHF | 74 000 | 74 000 | 72 723 | 72 723 | 597 146 CHF | 597 874 CHF | 99,22% | 99,22% |