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 | 1,34% | 4,55 CHF | 4,61 CHF | 17 000 | 17 000 | 16 810 | 16 810 | 75 661 CHF | 76 671 CHF | 96,99% | 96,99% |
15/05/2024 | 1,08% | 5,50 CHF | 5,56 CHF | 16 000 | 16 000 | 15 850 | 15 850 | 88 849 CHF | 89 801 CHF | 99,97% | 99,97% |
14/05/2024 | 0,99% | 5,95 CHF | 6,01 CHF | 18 000 | 18 000 | 17 852 | 17 852 | 108 247 CHF | 109 319 CHF | 99,10% | 99,10% |
13/05/2024 | 1,06% | 5,52 CHF | 5,58 CHF | 16 000 | 16 000 | 15 850 | 15 850 | 89 862 CHF | 90 814 CHF | 99,98% | 99,98% |
10/05/2024 | 1,05% | 5,84 CHF | 5,90 CHF | 15 000 | 15 000 | 14 849 | 14 849 | 85 443 CHF | 86 335 CHF | 99,73% | 99,73% |
08/05/2024 | 0,96% | 6,30 CHF | 6,36 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 93 514 CHF | 94 407 CHF | 99,78% | 99,78% |
07/05/2024 | 1,07% | 6,34 CHF | 6,41 CHF | 14 000 | 14 000 | 13 869 | 13 869 | 91 053 CHF | 92 025 CHF | 100,00% | 100,00% |
06/05/2024 | 1,03% | 6,75 CHF | 6,82 CHF | 13 000 | 13 000 | 12 834 | 12 834 | 87 796 CHF | 88 695 CHF | 95,31% | 98,84% |
03/05/2024 | 1,10% | 7,05 CHF | 7,13 CHF | 12 000 | 12 000 | 11 879 | 11 879 | 86 734 CHF | 87 685 CHF | 97,77% | 97,77% |
02/05/2024 | 1,02% | 7,61 CHF | 7,68 CHF | 15 000 | 15 000 | 14 047 | 14 047 | 97 588 CHF | 98 572 CHF | 99,55% | 99,55% |