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 | 1,01% | 14,75 CHF | 14,90 CHF | 6 000 | 6 000 | 5 944 | 5 944 | 88 623 CHF | 89 516 CHF | 100,00% | 100,00% |
15/05/2024 | 1,00% | 15,40 CHF | 15,55 CHF | 6 000 | 6 000 | 5 944 | 5 944 | 89 879 CHF | 90 771 CHF | 100,00% | 100,00% |
14/05/2024 | 1,07% | 14,55 CHF | 14,70 CHF | 6 000 | 6 000 | 6 867 | 6 867 | 96 381 CHF | 97 412 CHF | 99,04% | 99,04% |
13/05/2024 | 1,07% | 14,00 CHF | 14,15 CHF | 7 000 | 7 000 | 6 689 | 6 689 | 94 499 CHF | 95 504 CHF | 100,00% | 100,00% |
10/05/2024 | 0,78% | 13,45 CHF | 13,55 CHF | 7 000 | 7 000 | 7 141 | 7 141 | 91 986 CHF | 92 701 CHF | 99,77% | 99,77% |
08/05/2024 | 1,21% | 12,20 CHF | 12,35 CHF | 8 000 | 8 000 | 7 397 | 7 397 | 92 071 CHF | 93 182 CHF | 92,52% | 92,52% |
07/05/2024 | 0,72% | 13,75 CHF | 13,85 CHF | 7 000 | 7 000 | 6 564 | 6 564 | 91 606 CHF | 92 263 CHF | 94,58% | 94,58% |
06/05/2024 | 0,96% | 9,73 CHF | 9,82 CHF | 10 000 | 10 000 | 9 876 | 9 876 | 93 553 CHF | 94 443 CHF | 98,41% | 98,41% |
03/05/2024 | 1,01% | 9,05 CHF | 9,14 CHF | 11 000 | 11 000 | 10 902 | 10 902 | 96 952 CHF | 97 934 CHF | 96,02% | 96,02% |
02/05/2024 | 1,05% | 8,51 CHF | 8,60 CHF | 11 000 | 11 000 | 10 896 | 10 896 | 94 120 CHF | 95 102 CHF | 99,29% | 99,29% |