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 | 0,53% | 1,95 CHF | 1,96 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 66 146 CHF | 66 494 CHF | 100,00% | 100,00% |
15/05/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 35 000 | 35 000 | 34 672 | 34 670 | 66 097 CHF | 66 441 CHF | 100,00% | 100,00% |
14/05/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 35 000 | 35 000 | 34 775 | 34 774 | 67 748 CHF | 68 094 CHF | 99,54% | 99,54% |
13/05/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 66 926 CHF | 67 273 CHF | 100,00% | 100,00% |
10/05/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 66 009 CHF | 66 356 CHF | 100,00% | 100,00% |
08/05/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 70 549 CHF | 70 896 CHF | 100,00% | 100,00% |
07/05/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 35 000 | 35 000 | 34 674 | 34 674 | 73 596 CHF | 73 943 CHF | 100,00% | 100,00% |
06/05/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 35 000 | 35 000 | 34 663 | 34 663 | 76 482 CHF | 76 829 CHF | 97,14% | 97,14% |
03/05/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 35 000 | 35 000 | 34 746 | 34 746 | 78 989 CHF | 79 336 CHF | 98,16% | 98,16% |
02/05/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 35 000 | 35 000 | 34 863 | 34 863 | 80 246 CHF | 80 595 CHF | 99,39% | 99,39% |