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 | 1,68% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 987 CHF | 66 088 CHF | 84,73% | 84,73% |
15/05/2024 | 1,80% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 49 448 | 59 821 CHF | 60 220 CHF | 90,37% | 90,37% |
14/05/2024 | 1,88% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 154 CHF | 57 222 CHF | 98,81% | 98,81% |
13/05/2024 | 1,89% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 584 CHF | 57 664 CHF | 94,00% | 94,00% |
10/05/2024 | 1,82% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 657 CHF | 59 733 CHF | 91,46% | 91,46% |
08/05/2024 | 1,88% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 361 CHF | 57 428 CHF | 86,23% | 86,23% |
07/05/2024 | 1,93% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 749 CHF | 55 813 CHF | 97,06% | 97,06% |
06/05/2024 | 1,97% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 369 CHF | 54 430 CHF | 99,79% | 99,79% |
03/05/2024 | 2,03% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 52 229 | 50 000 | 53 115 CHF | 51 954 CHF | 97,56% | 97,56% |
02/05/2024 | 2,07% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 51 188 | 50 000 | 52 731 CHF | 52 674 CHF | 92,55% | 92,55% |