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 | 2,62% | 0,38 CHF | 0,39 CHF | 77 000 | 77 000 | 77 016 | 77 016 | 29 099 CHF | 29 870 CHF | 98,11% | 98,11% |
15/05/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 78 000 | 78 000 | 77 946 | 77 946 | 26 462 CHF | 27 243 CHF | 100,00% | 100,00% |
14/05/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 78 000 | 78 000 | 77 485 | 77 485 | 28 592 CHF | 29 367 CHF | 100,00% | 100,00% |
13/05/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 78 000 | 78 000 | 78 303 | 78 303 | 26 092 CHF | 26 875 CHF | 99,78% | 99,78% |
10/05/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 77 000 | 77 000 | 76 025 | 76 025 | 27 091 CHF | 27 852 CHF | 100,00% | 100,00% |
08/05/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 77 000 | 77 000 | 76 957 | 76 957 | 25 740 CHF | 26 510 CHF | 99,25% | 99,25% |
07/05/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 77 000 | 77 000 | 76 949 | 76 949 | 24 221 CHF | 24 991 CHF | 97,36% | 97,36% |
06/05/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 77 000 | 77 000 | 76 749 | 76 749 | 25 460 CHF | 26 228 CHF | 98,56% | 98,56% |
03/05/2024 | 2,59% | 0,34 CHF | 0,35 CHF | 77 000 | 77 000 | 75 842 | 75 842 | 29 016 CHF | 29 774 CHF | 99,99% | 99,99% |
02/05/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 78 000 | 78 000 | 77 809 | 77 809 | 22 929 CHF | 23 707 CHF | 99,98% | 99,98% |