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 | 0.76% | 27.31 CHF | 27.52 CHF | 10,735 | 10,901 | 10,914 | 10,936 | 297,067 CHF | 299,953 CHF | 99.99% | 99.99% |
15/05/2024 | 0.74% | 27.13 CHF | 27.33 CHF | 11,007 | 10,976 | 10,858 | 10,981 | 294,425 CHF | 299,949 CHF | 99.95% | 99.95% |
14/05/2024 | 0.74% | 27.03 CHF | 27.23 CHF | 11,098 | 11,017 | 10,642 | 10,798 | 287,025 CHF | 293,407 CHF | 99.94% | 99.94% |
13/05/2024 | 0.74% | 26.96 CHF | 27.16 CHF | 10,567 | 10,545 | 11,027 | 11,011 | 297,182 CHF | 298,944 CHF | 99.99% | 99.99% |
10/05/2024 | 0.74% | 26.98 CHF | 27.18 CHF | 11,069 | 11,037 | 10,942 | 11,034 | 295,301 CHF | 299,987 CHF | 99.99% | 99.99% |
08/05/2024 | 0.75% | 26.58 CHF | 26.78 CHF | 11,086 | 11,202 | 11,207 | 11,189 | 297,787 CHF | 299,545 CHF | 99.97% | 99.97% |
07/05/2024 | 0.75% | 26.74 CHF | 26.94 CHF | 10,706 | 11,135 | 10,995 | 11,182 | 292,777 CHF | 299,987 CHF | 99.99% | 99.99% |
06/05/2024 | 0.76% | 26.34 CHF | 26.54 CHF | 11,389 | 11,303 | 11,402 | 11,290 | 299,961 CHF | 299,279 CHF | 99.98% | 99.98% |
03/05/2024 | 0.76% | 26.18 CHF | 26.38 CHF | 11,459 | 11,372 | 11,421 | 11,286 | 299,986 CHF | 298,707 CHF | 99.94% | 99.94% |
02/05/2024 | 0.76% | 26.25 CHF | 26.45 CHF | 11,428 | 11,342 | 11,382 | 11,257 | 299,713 CHF | 298,668 CHF | 99.93% | 99.93% |