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 | 0,91% | 2,22 CHF | 2,24 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 76 991 CHF | 77 685 CHF | 100,00% | 100,00% |
15/05/2024 | 0,95% | 2,21 CHF | 2,23 CHF | 36 000 | 36 000 | 35 827 | 35 827 | 76 138 CHF | 76 855 CHF | 100,00% | 100,00% |
14/05/2024 | 0,93% | 2,14 CHF | 2,16 CHF | 36 000 | 36 000 | 35 688 | 35 688 | 77 377 CHF | 78 091 CHF | 99,19% | 99,19% |
13/05/2024 | 0,93% | 2,14 CHF | 2,16 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 75 262 CHF | 75 956 CHF | 100,00% | 100,00% |
10/05/2024 | 0,94% | 2,17 CHF | 2,19 CHF | 37 000 | 37 000 | 36 577 | 36 577 | 78 367 CHF | 79 099 CHF | 87,58% | 93,71% |
08/05/2024 | 1,02% | 2,05 CHF | 2,07 CHF | 40 000 | 40 000 | 40 420 | 40 420 | 79 871 CHF | 80 681 CHF | 100,00% | 100,00% |
07/05/2024 | 1,11% | 1,86 CHF | 1,88 CHF | 43 000 | 43 000 | 42 595 | 42 595 | 77 076 CHF | 77 928 CHF | 99,84% | 99,84% |
06/05/2024 | 1,07% | 1,80 CHF | 1,82 CHF | 42 000 | 42 000 | 41 464 | 41 464 | 78 408 CHF | 79 238 CHF | 97,98% | 97,98% |
03/05/2024 | 1,08% | 1,84 CHF | 1,86 CHF | 42 000 | 42 000 | 41 471 | 41 471 | 77 312 CHF | 78 142 CHF | 98,55% | 99,17% |
02/05/2024 | 1,09% | 1,83 CHF | 1,85 CHF | 41 000 | 41 000 | 40 615 | 40 615 | 74 681 CHF | 75 495 CHF | 99,97% | 99,97% |