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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 75 000 | 75 000 | 74 296 | 74 296 | 122 264 CHF | 123 008 CHF | 100,00% | 100,00% |
24/05/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 73 000 | 73 000 | 72 274 | 72 274 | 120 600 CHF | 121 324 CHF | 94,51% | 94,51% |
23/05/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 73 000 | 73 000 | 71 682 | 71 682 | 124 680 CHF | 125 397 CHF | 99,26% | 99,26% |
22/05/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 71 000 | 71 000 | 69 478 | 69 478 | 119 281 CHF | 119 976 CHF | 100,00% | 100,00% |
21/05/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 67 000 | 67 000 | 66 113 | 66 113 | 120 447 CHF | 121 108 CHF | 99,64% | 99,64% |
17/05/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 68 000 | 68 000 | 67 361 | 67 361 | 123 830 CHF | 124 504 CHF | 100,00% | 100,00% |
16/05/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 73 869 | 73 869 | 133 499 CHF | 134 238 CHF | 96,99% | 96,99% |
15/05/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 80 000 | 80 000 | 79 533 | 79 533 | 123 940 CHF | 124 737 CHF | 100,00% | 100,00% |
14/05/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 78 000 | 78 000 | 77 233 | 77 233 | 113 116 CHF | 113 889 CHF | 99,44% | 99,44% |
13/05/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 79 000 | 79 000 | 78 685 | 78 685 | 122 505 CHF | 123 293 CHF | 100,00% | 100,00% |