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 | 0,26% | 3,91 CHF | 3,92 CHF | 80 000 | 80 000 | 79 250 | 79 250 | 311 254 CHF | 312 047 CHF | 100,00% | 100,00% |
15/05/2024 | 0,28% | 3,80 CHF | 3,81 CHF | 86 000 | 86 000 | 85 363 | 85 363 | 311 990 CHF | 312 844 CHF | 100,00% | 100,00% |
14/05/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 88 000 | 88 000 | 87 596 | 87 596 | 301 179 CHF | 302 056 CHF | 98,83% | 98,83% |
13/05/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 89 000 | 89 000 | 88 165 | 88 165 | 303 247 CHF | 304 129 CHF | 100,00% | 100,00% |
10/05/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 97 000 | 97 000 | 96 970 | 96 970 | 325 061 CHF | 326 032 CHF | 100,00% | 100,00% |
08/05/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 104 000 | 104 000 | 103 021 | 103 021 | 312 635 CHF | 313 666 CHF | 100,00% | 100,00% |
07/05/2024 | 0,36% | 2,93 CHF | 2,94 CHF | 116 000 | 116 000 | 115 909 | 115 909 | 326 924 CHF | 328 084 CHF | 100,00% | 100,00% |
06/05/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 122 000 | 122 000 | 120 856 | 120 856 | 314 053 CHF | 315 263 CHF | 100,00% | 100,00% |
03/05/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 127 000 | 127 000 | 127 053 | 127 053 | 313 129 CHF | 314 400 CHF | 96,89% | 96,89% |
02/05/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 124 000 | 124 000 | 122 672 | 122 672 | 298 413 CHF | 299 641 CHF | 99,45% | 99,45% |