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 | 1,71% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 604 CHF | 63 684 CHF | 84,73% | 84,73% |
15/05/2024 | 1,81% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 49 448 | 58 882 CHF | 59 280 CHF | 90,37% | 90,37% |
14/05/2024 | 2,00% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 904 CHF | 56 012 CHF | 98,81% | 98,81% |
13/05/2024 | 1,93% | 1,11 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 403 CHF | 56 481 CHF | 94,00% | 94,00% |
10/05/2024 | 1,92% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 458 CHF | 58 570 CHF | 91,35% | 91,35% |
08/05/2024 | 1,93% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 947 CHF | 56 018 CHF | 86,23% | 86,23% |
07/05/2024 | 1,99% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 180 CHF | 54 247 CHF | 96,95% | 96,95% |
06/05/2024 | 2,09% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 602 CHF | 52 690 CHF | 99,79% | 99,79% |
03/05/2024 | 2,14% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 56 690 | 50 000 | 55 260 CHF | 49 926 CHF | 97,56% | 97,56% |
02/05/2024 | 2,16% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 55 570 | 50 000 | 54 931 CHF | 50 619 CHF | 92,77% | 92,77% |