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 | 0,34% | 2,96 CHF | 2,97 CHF | 204 000 | 204 000 | 201 154 | 201 154 | 592 749 CHF | 594 763 CHF | 100,00% | 100,00% |
15/05/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 194 000 | 194 000 | 193 062 | 193 062 | 591 268 CHF | 593 201 CHF | 100,00% | 100,00% |
14/05/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 195 000 | 195 000 | 193 686 | 193 686 | 611 975 CHF | 613 913 CHF | 99,10% | 99,10% |
13/05/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 192 000 | 192 000 | 190 229 | 190 229 | 601 178 CHF | 603 082 CHF | 100,00% | 100,00% |
10/05/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 179 000 | 179 000 | 178 227 | 178 227 | 571 693 CHF | 573 477 CHF | 100,00% | 100,00% |
08/05/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 175 000 | 175 000 | 173 352 | 173 352 | 586 859 CHF | 588 594 CHF | 100,00% | 100,00% |
07/05/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 162 000 | 162 000 | 160 975 | 160 975 | 567 420 CHF | 569 031 CHF | 100,00% | 100,00% |
06/05/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 160 000 | 160 000 | 158 496 | 158 496 | 584 042 CHF | 585 629 CHF | 100,00% | 100,00% |
03/05/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 156 000 | 156 000 | 155 869 | 155 869 | 590 684 CHF | 592 243 CHF | 97,10% | 97,10% |
02/05/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 161 000 | 161 000 | 159 134 | 159 134 | 607 750 CHF | 609 344 CHF | 99,01% | 99,01% |