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 | 0,14% | 7,08 CHF | 7,09 CHF | 59 000 | 59 000 | 57 522 | 57 522 | 408 851 CHF | 409 427 CHF | 100,00% | 100,00% |
15/05/2024 | 0,15% | 6,93 CHF | 6,94 CHF | 62 000 | 62 000 | 61 415 | 61 415 | 413 382 CHF | 413 997 CHF | 99,80% | 99,80% |
14/05/2024 | 0,16% | 6,56 CHF | 6,57 CHF | 62 000 | 62 000 | 62 254 | 62 254 | 400 167 CHF | 400 790 CHF | 99,14% | 99,14% |
13/05/2024 | 0,16% | 6,43 CHF | 6,44 CHF | 63 000 | 63 000 | 62 409 | 62 409 | 401 291 CHF | 401 916 CHF | 100,00% | 100,00% |
10/05/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 68 000 | 68 000 | 67 321 | 67 321 | 424 410 CHF | 425 084 CHF | 100,00% | 100,00% |
08/05/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 71 000 | 71 000 | 70 331 | 70 331 | 411 108 CHF | 411 812 CHF | 100,00% | 100,00% |
07/05/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 425 659 CHF | 426 430 CHF | 100,00% | 100,00% |
06/05/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 80 000 | 80 000 | 79 248 | 79 248 | 411 661 CHF | 412 454 CHF | 99,75% | 99,75% |
03/05/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 83 000 | 83 000 | 82 545 | 82 545 | 411 987 CHF | 412 813 CHF | 96,87% | 96,87% |
02/05/2024 | 0,20% | 4,82 CHF | 4,83 CHF | 82 000 | 82 000 | 80 289 | 80 289 | 396 701 CHF | 397 505 CHF | 99,74% | 99,74% |