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 | 1,36% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 60 437 | 50 000 | 51 534 CHF | 43 226 CHF | 84,73% | 84,73% |
15/05/2024 | 1,50% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 69 217 | 49 448 | 52 557 CHF | 38 185 CHF | 90,37% | 90,37% |
14/05/2024 | 1,64% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 646 CHF | 35 354 CHF | 98,81% | 98,81% |
13/05/2024 | 1,69% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 78 747 | 50 000 | 55 503 CHF | 35 863 CHF | 94,00% | 94,00% |
10/05/2024 | 1,55% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 463 | 50 000 | 52 264 CHF | 37 676 CHF | 91,46% | 91,46% |
08/05/2024 | 1,63% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 78 278 | 50 000 | 55 015 CHF | 35 740 CHF | 86,23% | 86,23% |
07/05/2024 | 1,67% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 049 CHF | 34 349 CHF | 97,06% | 97,06% |
06/05/2024 | 1,73% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 302 CHF | 33 258 CHF | 99,79% | 99,79% |
03/05/2024 | 1,75% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 86 691 | 50 000 | 53 150 CHF | 31 262 CHF | 97,56% | 97,56% |
02/05/2024 | 1,93% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 83 859 | 50 000 | 52 510 CHF | 31 985 CHF | 92,57% | 92,57% |