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 | 0.43% | 31.45 CHF | 31.50 CHF | 8,500 | 8,500 | 4,773 | 4,773 | 145,472 CHF | 146,004 CHF | 99.90% | 99.90% |
15/05/2024 | 0.45% | 29.60 CHF | 29.65 CHF | 9,000 | 9,000 | 4,943 | 4,943 | 144,039 CHF | 144,585 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 28.50 CHF | 28.55 CHF | 9,100 | 9,100 | 5,090 | 5,090 | 142,830 CHF | 143,395 CHF | 99.44% | 99.44% |
13/05/2024 | 0.46% | 26.15 CHF | 26.20 CHF | 9,500 | 9,500 | 5,125 | 5,125 | 131,894 CHF | 132,410 CHF | 99.98% | 99.98% |
10/05/2024 | 0.46% | 27.50 CHF | 27.55 CHF | 9,100 | 9,100 | 5,022 | 5,022 | 139,989 CHF | 140,544 CHF | 99.99% | 99.99% |
08/05/2024 | 0.45% | 28.80 CHF | 28.85 CHF | 8,800 | 8,800 | 4,808 | 4,808 | 138,906 CHF | 139,441 CHF | 99.12% | 99.12% |
07/05/2024 | 0.46% | 29.50 CHF | 29.55 CHF | 9,200 | 9,200 | 5,162 | 5,162 | 145,556 CHF | 146,129 CHF | 99.76% | 99.76% |
06/05/2024 | 0.48% | 26.90 CHF | 26.95 CHF | 9,500 | 9,500 | 5,279 | 5,279 | 142,302 CHF | 142,885 CHF | 99.90% | 99.90% |
03/05/2024 | 0.47% | 25.42 CHF | 25.46 CHF | 9,700 | 9,700 | 5,358 | 5,358 | 142,378 CHF | 142,956 CHF | 99.82% | 99.82% |
02/05/2024 | 0.45% | 26.10 CHF | 26.15 CHF | 10,200 | 10,200 | 5,544 | 5,544 | 144,187 CHF | 144,734 CHF | 99.95% | 99.95% |