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 | 1,22% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 25 734 | 25 734 | 37 615 CHF | 38 029 CHF | 99,68% | 99,68% |
15/05/2024 | 1,31% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 25 997 | 25 997 | 35 849 CHF | 36 264 CHF | 99,78% | 99,78% |
14/05/2024 | 1,30% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 25 842 | 25 842 | 35 982 CHF | 36 396 CHF | 99,94% | 99,94% |
13/05/2024 | 1,23% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 26 092 | 26 092 | 37 991 CHF | 38 407 CHF | 100,00% | 100,00% |
10/05/2024 | 1,17% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 26 061 | 26 061 | 41 003 CHF | 41 437 CHF | 99,57% | 99,57% |
08/05/2024 | 1,34% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 24 837 | 24 837 | 42 616 CHF | 43 105 CHF | 97,39% | 97,39% |
07/05/2024 | 1,37% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 26 074 | 26 074 | 44 815 CHF | 45 338 CHF | 99,99% | 99,99% |
06/05/2024 | 1,14% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 26 033 | 26 033 | 40 975 CHF | 41 390 CHF | 100,00% | 100,00% |
03/05/2024 | 1,14% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 26 046 | 26 046 | 40 893 CHF | 41 309 CHF | 99,02% | 99,02% |
02/05/2024 | 1,18% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 26 088 | 26 088 | 39 616 CHF | 40 032 CHF | 99,75% | 99,75% |