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 | 3,67% | 0,39 CHF | 0,40 CHF | 80 000 | 80 000 | 79 884 | 79 884 | 32 135 CHF | 33 335 CHF | 99,67% | 99,67% |
15/05/2024 | 4,58% | 0,41 CHF | 0,43 CHF | 90 000 | 90 000 | 93 001 | 93 001 | 30 088 CHF | 31 485 CHF | 99,99% | 99,99% |
14/05/2024 | 5,45% | 0,25 CHF | 0,27 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 24 136 CHF | 25 486 CHF | 99,88% | 99,88% |
13/05/2024 | 5,23% | 0,28 CHF | 0,30 CHF | 90 000 | 90 000 | 89 511 | 89 511 | 25 045 CHF | 26 387 CHF | 99,45% | 99,45% |
10/05/2024 | 4,67% | 0,34 CHF | 0,36 CHF | 90 000 | 90 000 | 94 582 | 94 582 | 29 706 CHF | 31 125 CHF | 100,00% | 100,00% |
08/05/2024 | 5,13% | 0,28 CHF | 0,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 28 528 CHF | 30 028 CHF | 98,93% | 98,93% |
07/05/2024 | 5,53% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 99 917 | 99 917 | 26 424 CHF | 27 924 CHF | 99,75% | 99,75% |
06/05/2024 | 5,80% | 0,25 CHF | 0,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 25 108 CHF | 26 608 CHF | 100,00% | 100,00% |
03/05/2024 | 5,59% | 0,26 CHF | 0,27 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 29 347 CHF | 31 039 CHF | 99,95% | 99,95% |
02/05/2024 | 5,69% | 0,19 CHF | 0,21 CHF | 100 000 | 100 000 | 99 970 | 99 970 | 23 761 CHF | 25 151 CHF | 98,51% | 98,51% |