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 | 0.59% | 7.40 CHF | 7.42 CHF | 29,600 | 29,600 | 16,522 | 16,522 | 117,622 CHF | 118,220 CHF | 99.90% | 99.90% |
15/05/2024 | 0.50% | 6.87 CHF | 6.88 CHF | 31,400 | 31,400 | 17,238 | 17,238 | 116,203 CHF | 116,688 CHF | 100.00% | 100.00% |
14/05/2024 | 0.53% | 6.54 CHF | 6.55 CHF | 32,200 | 32,200 | 17,968 | 17,968 | 115,444 CHF | 115,951 CHF | 98.52% | 98.52% |
13/05/2024 | 0.54% | 5.88 CHF | 5.89 CHF | 33,600 | 33,600 | 18,030 | 18,030 | 103,900 CHF | 104,365 CHF | 99.98% | 99.98% |
10/05/2024 | 0.52% | 6.26 CHF | 6.27 CHF | 32,000 | 32,000 | 17,507 | 17,507 | 111,634 CHF | 112,127 CHF | 99.98% | 99.98% |
08/05/2024 | 0.50% | 6.64 CHF | 6.65 CHF | 30,500 | 30,500 | 16,713 | 16,713 | 111,425 CHF | 111,900 CHF | 99.13% | 99.13% |
07/05/2024 | 0.53% | 6.84 CHF | 6.85 CHF | 32,600 | 32,600 | 18,192 | 18,192 | 117,785 CHF | 118,299 CHF | 99.76% | 99.76% |
06/05/2024 | 0.51% | 6.11 CHF | 6.12 CHF | 33,700 | 33,700 | 18,726 | 18,726 | 114,687 CHF | 115,172 CHF | 99.79% | 99.79% |
03/05/2024 | 0.51% | 5.69 CHF | 5.70 CHF | 34,700 | 34,700 | 19,033 | 19,033 | 114,435 CHF | 114,927 CHF | 99.22% | 99.22% |
02/05/2024 | 0.53% | 5.88 CHF | 5.89 CHF | 37,000 | 37,000 | 20,070 | 20,070 | 117,364 CHF | 117,881 CHF | 99.99% | 99.99% |