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 | 1,95% | 1,49 CHF | 1,52 CHF | 40 000 | 40 000 | 39 921 | 39 921 | 60 989 CHF | 62 189 CHF | 99,48% | 99,48% |
15/05/2024 | 2,22% | 1,57 CHF | 1,60 CHF | 40 000 | 40 000 | 39 926 | 39 926 | 53 887 CHF | 55 087 CHF | 99,98% | 99,98% |
14/05/2024 | 2,49% | 1,15 CHF | 1,18 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 47 815 CHF | 49 015 CHF | 98,60% | 98,60% |
13/05/2024 | 2,43% | 1,24 CHF | 1,27 CHF | 40 000 | 40 000 | 39 930 | 39 930 | 48 915 CHF | 50 115 CHF | 98,67% | 98,67% |
10/05/2024 | 2,27% | 1,38 CHF | 1,41 CHF | 40 000 | 40 000 | 39 967 | 39 967 | 52 465 CHF | 53 665 CHF | 99,51% | 99,51% |
08/05/2024 | 2,43% | 1,21 CHF | 1,24 CHF | 40 000 | 40 000 | 39 875 | 39 875 | 48 889 CHF | 50 089 CHF | 98,63% | 98,63% |
07/05/2024 | 2,56% | 1,17 CHF | 1,20 CHF | 40 000 | 40 000 | 39 935 | 39 935 | 46 386 CHF | 47 586 CHF | 99,69% | 99,69% |
06/05/2024 | 2,66% | 1,12 CHF | 1,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 499 CHF | 45 699 CHF | 99,84% | 99,84% |
03/05/2024 | 2,90% | 1,12 CHF | 1,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 40 938 CHF | 42 138 CHF | 99,96% | 99,96% |
02/05/2024 | 2,83% | 0,90 CHF | 0,93 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 928 CHF | 43 128 CHF | 98,45% | 98,45% |