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 | 0,93% | 6,57 CHF | 6,63 CHF | 15 000 | 15 000 | 14 855 | 14 855 | 96 815 CHF | 97 707 CHF | 96,99% | 96,99% |
15/05/2024 | 0,78% | 7,62 CHF | 7,68 CHF | 15 000 | 15 000 | 14 811 | 14 811 | 114 615 CHF | 115 504 CHF | 99,97% | 99,97% |
14/05/2024 | 0,73% | 8,12 CHF | 8,18 CHF | 16 000 | 16 000 | 15 869 | 15 869 | 130 794 CHF | 131 747 CHF | 99,10% | 99,10% |
13/05/2024 | 0,77% | 7,64 CHF | 7,70 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 115 937 CHF | 116 829 CHF | 99,98% | 99,98% |
10/05/2024 | 0,89% | 7,98 CHF | 8,05 CHF | 14 000 | 14 000 | 13 869 | 13 869 | 109 366 CHF | 110 338 CHF | 100,00% | 100,00% |
08/05/2024 | 0,83% | 8,47 CHF | 8,54 CHF | 14 000 | 14 000 | 13 868 | 13 868 | 117 425 CHF | 118 397 CHF | 99,78% | 99,78% |
07/05/2024 | 0,80% | 8,53 CHF | 8,60 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 112 891 CHF | 113 793 CHF | 100,00% | 100,00% |
06/05/2024 | 0,78% | 8,96 CHF | 9,03 CHF | 13 000 | 13 000 | 12 835 | 12 835 | 116 309 CHF | 117 209 CHF | 96,86% | 98,85% |
03/05/2024 | 0,85% | 9,28 CHF | 9,36 CHF | 12 000 | 12 000 | 11 879 | 11 879 | 113 286 CHF | 114 237 CHF | 97,81% | 97,81% |
02/05/2024 | 0,77% | 9,85 CHF | 9,92 CHF | 14 000 | 14 000 | 13 250 | 13 250 | 121 329 CHF | 122 258 CHF | 99,55% | 99,55% |