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 | 2,42% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 109 999 | 50 000 | 52 408 CHF | 24 407 CHF | 84,73% | 84,73% |
15/05/2024 | 2,84% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 128 204 | 49 448 | 52 015 CHF | 20 731 CHF | 90,37% | 90,37% |
14/05/2024 | 3,15% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 142 261 | 50 000 | 51 300 CHF | 18 617 CHF | 98,80% | 98,80% |
13/05/2024 | 3,15% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 139 352 | 50 000 | 51 481 CHF | 19 071 CHF | 94,00% | 94,00% |
10/05/2024 | 2,77% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 130 499 | 50 000 | 51 922 CHF | 20 485 CHF | 91,46% | 91,46% |
08/05/2024 | 2,99% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 139 550 | 50 000 | 51 742 CHF | 19 105 CHF | 86,23% | 86,23% |
07/05/2024 | 3,25% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 146 200 | 50 000 | 51 481 CHF | 18 198 CHF | 97,06% | 97,06% |
06/05/2024 | 3,37% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 153 023 | 50 000 | 51 704 CHF | 17 484 CHF | 99,79% | 99,79% |
03/05/2024 | 3,50% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 165 268 | 50 000 | 51 549 CHF | 16 195 CHF | 97,56% | 97,56% |
02/05/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 159 698 | 50 000 | 51 828 CHF | 16 850 CHF | 92,20% | 92,20% |