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 | 0,78% | 1,30 CHF | 1,31 CHF | 307 000 | 307 000 | 303 110 | 303 110 | 392 660 CHF | 395 694 CHF | 100,00% | 100,00% |
15/05/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 287 000 | 287 000 | 285 034 | 285 034 | 391 417 CHF | 394 270 CHF | 100,00% | 100,00% |
14/05/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 286 000 | 286 000 | 285 520 | 285 520 | 410 683 CHF | 413 540 CHF | 98,88% | 98,88% |
13/05/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 282 000 | 282 000 | 278 863 | 278 863 | 401 510 CHF | 404 302 CHF | 100,00% | 100,00% |
10/05/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 255 000 | 255 000 | 253 452 | 253 452 | 373 358 CHF | 375 896 CHF | 100,00% | 100,00% |
08/05/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 245 000 | 245 000 | 242 567 | 242 567 | 387 780 CHF | 390 208 CHF | 100,00% | 100,00% |
07/05/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 218 000 | 218 000 | 217 300 | 217 300 | 369 305 CHF | 371 481 CHF | 100,00% | 100,00% |
06/05/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 214 000 | 214 000 | 211 726 | 211 726 | 384 858 CHF | 386 978 CHF | 100,00% | 100,00% |
03/05/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 207 000 | 207 000 | 205 906 | 205 906 | 390 445 CHF | 392 505 CHF | 97,69% | 97,69% |
02/05/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 215 000 | 215 000 | 212 284 | 212 284 | 407 476 CHF | 409 601 CHF | 99,55% | 99,55% |