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 | 1,56% | 1,87 CHF | 1,90 CHF | 40 000 | 40 000 | 39 890 | 39 890 | 76 371 CHF | 77 571 CHF | 99,32% | 99,32% |
15/05/2024 | 1,71% | 1,97 CHF | 2,00 CHF | 40 000 | 40 000 | 39 926 | 39 926 | 69 800 CHF | 71 000 CHF | 99,33% | 99,33% |
14/05/2024 | 1,94% | 1,53 CHF | 1,56 CHF | 40 000 | 40 000 | 39 279 | 39 279 | 62 484 CHF | 63 684 CHF | 93,78% | 93,78% |
13/05/2024 | 1,95% | 1,62 CHF | 1,65 CHF | 40 000 | 40 000 | 38 844 | 38 844 | 62 620 CHF | 63 820 CHF | 93,05% | 93,05% |
10/05/2024 | 1,77% | 1,77 CHF | 1,80 CHF | 40 000 | 40 000 | 39 786 | 39 786 | 67 604 CHF | 68 804 CHF | 97,70% | 97,70% |
08/05/2024 | 1,86% | 1,59 CHF | 1,62 CHF | 40 000 | 40 000 | 39 918 | 39 918 | 64 101 CHF | 65 301 CHF | 98,04% | 98,04% |
07/05/2024 | 1,94% | 1,54 CHF | 1,57 CHF | 40 000 | 40 000 | 39 940 | 39 940 | 61 320 CHF | 62 520 CHF | 99,37% | 99,37% |
06/05/2024 | 2,01% | 1,49 CHF | 1,52 CHF | 40 000 | 40 000 | 39 975 | 39 975 | 59 164 CHF | 60 364 CHF | 99,75% | 99,75% |
03/05/2024 | 2,15% | 1,49 CHF | 1,52 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 55 265 CHF | 56 465 CHF | 99,93% | 99,93% |
02/05/2024 | 2,12% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 56 148 CHF | 57 348 CHF | 98,18% | 98,18% |