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 | 1,30% | 2,27 CHF | 2,30 CHF | 40 000 | 40 000 | 39 822 | 39 822 | 91 854 CHF | 93 054 CHF | 98,96% | 98,96% |
15/05/2024 | 1,39% | 2,37 CHF | 2,40 CHF | 40 000 | 40 000 | 39 926 | 39 926 | 85 785 CHF | 86 985 CHF | 99,98% | 99,98% |
14/05/2024 | 1,54% | 1,93 CHF | 1,96 CHF | 40 000 | 40 000 | 39 371 | 39 371 | 78 344 CHF | 79 544 CHF | 93,26% | 93,26% |
13/05/2024 | 1,58% | 2,02 CHF | 2,05 CHF | 40 000 | 40 000 | 38 703 | 38 703 | 77 793 CHF | 78 993 CHF | 87,68% | 87,68% |
10/05/2024 | 1,45% | 2,17 CHF | 2,20 CHF | 40 000 | 40 000 | 39 668 | 39 668 | 83 053 CHF | 84 253 CHF | 97,52% | 97,52% |
08/05/2024 | 1,51% | 1,98 CHF | 2,01 CHF | 40 000 | 40 000 | 39 771 | 39 771 | 79 431 CHF | 80 631 CHF | 97,13% | 97,13% |
07/05/2024 | 1,55% | 1,93 CHF | 1,96 CHF | 40 000 | 40 000 | 39 934 | 39 934 | 76 838 CHF | 78 038 CHF | 98,93% | 98,93% |
06/05/2024 | 1,61% | 1,87 CHF | 1,90 CHF | 40 000 | 40 000 | 39 851 | 39 851 | 74 340 CHF | 75 540 CHF | 99,27% | 99,27% |
03/05/2024 | 1,69% | 1,87 CHF | 1,90 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 70 465 CHF | 71 665 CHF | 99,98% | 99,98% |
02/05/2024 | 1,67% | 1,62 CHF | 1,65 CHF | 40 000 | 40 000 | 39 996 | 39 996 | 71 256 CHF | 72 456 CHF | 96,37% | 96,37% |