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 | 0.14% | 35.00 CHF | 35.05 CHF | 4,600 | 4,600 | 4,578 | 4,578 | 163,455 CHF | 163,684 CHF | 99.79% | 99.79% |
15/05/2024 | 0.15% | 34.15 CHF | 34.20 CHF | 4,400 | 4,400 | 4,372 | 4,372 | 147,632 CHF | 147,851 CHF | 99.55% | 99.55% |
14/05/2024 | 0.14% | 35.30 CHF | 35.35 CHF | 4,400 | 4,400 | 4,382 | 4,382 | 152,024 CHF | 152,243 CHF | 99.67% | 99.67% |
13/05/2024 | 0.14% | 35.30 CHF | 35.35 CHF | 4,400 | 4,400 | 4,382 | 4,382 | 154,240 CHF | 154,459 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 34.70 CHF | 34.75 CHF | 4,500 | 4,500 | 4,481 | 4,481 | 158,005 CHF | 158,229 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 33.40 CHF | 33.45 CHF | 4,700 | 4,700 | 4,695 | 4,695 | 157,597 CHF | 157,832 CHF | 99.08% | 99.08% |
07/05/2024 | 0.15% | 33.15 CHF | 33.20 CHF | 4,800 | 4,800 | 4,967 | 4,967 | 160,568 CHF | 160,816 CHF | 99.53% | 99.53% |
06/05/2024 | 0.16% | 31.35 CHF | 31.40 CHF | 5,300 | 5,300 | 5,278 | 5,278 | 162,631 CHF | 162,894 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 28.70 CHF | 28.75 CHF | 5,100 | 5,100 | 5,079 | 5,079 | 151,149 CHF | 151,403 CHF | 99.68% | 99.68% |
02/05/2024 | 0.16% | 30.60 CHF | 30.65 CHF | 5,200 | 5,200 | 5,179 | 5,179 | 158,673 CHF | 158,932 CHF | 99.99% | 99.99% |