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 | 0.29% | 50.20 CHF | 50.35 CHF | 3,100 | 3,100 | 3,097 | 3,097 | 162,399 CHF | 162,864 CHF | 100.00% | 100.00% |
15/05/2024 | 0.22% | 47.80 CHF | 47.90 CHF | 3,600 | 3,600 | 3,591 | 3,591 | 163,305 CHF | 163,665 CHF | 100.00% | 100.00% |
14/05/2024 | 0.22% | 45.55 CHF | 45.65 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 160,267 CHF | 160,627 CHF | 99.30% | 99.30% |
13/05/2024 | 0.24% | 42.35 CHF | 42.45 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 158,681 CHF | 159,061 CHF | 100.00% | 100.00% |
10/05/2024 | 0.22% | 43.35 CHF | 43.45 CHF | 3,700 | 3,700 | 3,700 | 3,700 | 166,550 CHF | 166,920 CHF | 99.99% | 99.99% |
08/05/2024 | 0.22% | 45.05 CHF | 45.15 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 169,278 CHF | 169,658 CHF | 99.77% | 99.77% |
07/05/2024 | 0.28% | 52.60 CHF | 52.75 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 165,801 CHF | 166,266 CHF | 98.36% | 98.36% |
06/05/2024 | 0.19% | 53.70 CHF | 53.80 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 186,603 CHF | 186,963 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 44.20 CHF | 44.35 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 151,921 CHF | 152,461 CHF | 99.85% | 99.85% |
02/05/2024 | 0.24% | 42.00 CHF | 42.15 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 159,622 CHF | 160,006 CHF | 99.56% | 99.56% |