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 | 1,12% | 2,66 CHF | 2,69 CHF | 40 000 | 40 000 | 39 765 | 39 765 | 107 399 CHF | 108 599 CHF | 98,75% | 98,75% |
15/05/2024 | 1,18% | 2,77 CHF | 2,80 CHF | 40 000 | 40 000 | 39 926 | 39 926 | 101 755 CHF | 102 955 CHF | 99,98% | 99,98% |
14/05/2024 | 1,28% | 2,33 CHF | 2,36 CHF | 40 000 | 40 000 | 39 503 | 39 503 | 94 396 CHF | 95 596 CHF | 93,83% | 93,83% |
13/05/2024 | 1,34% | 2,42 CHF | 2,45 CHF | 40 000 | 40 000 | 38 310 | 38 310 | 92 306 CHF | 93 506 CHF | 86,41% | 86,41% |
10/05/2024 | 1,22% | 2,57 CHF | 2,60 CHF | 40 000 | 40 000 | 39 641 | 39 641 | 98 791 CHF | 99 991 CHF | 95,30% | 95,30% |
08/05/2024 | 1,26% | 2,38 CHF | 2,41 CHF | 40 000 | 40 000 | 39 710 | 39 710 | 95 053 CHF | 96 253 CHF | 95,86% | 95,86% |
07/05/2024 | 1,29% | 2,33 CHF | 2,36 CHF | 40 000 | 40 000 | 39 865 | 39 865 | 92 487 CHF | 93 687 CHF | 94,81% | 94,81% |
06/05/2024 | 1,36% | 2,26 CHF | 2,29 CHF | 40 000 | 40 000 | 39 453 | 39 453 | 88 977 CHF | 90 177 CHF | 75,34% | 75,34% |
03/05/2024 | 1,39% | 2,26 CHF | 2,29 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 85 801 CHF | 87 001 CHF | 72,51% | 72,51% |
02/05/2024 | 1,53% | 1,99 CHF | 2,02 CHF | 40 000 | 40 000 | 37 763 | 37 763 | 81 916 CHF | 83 116 CHF | 63,40% | 63,40% |