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 | 0.26% | 38.10 CHF | 38.20 CHF | 2,300 | 2,300 | 2,204 | 2,204 | 85,321 CHF | 85,542 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 37.55 CHF | 37.65 CHF | 2,500 | 2,500 | 2,482 | 2,482 | 92,885 CHF | 93,134 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 34.25 CHF | 34.35 CHF | 2,400 | 2,400 | 2,381 | 2,381 | 82,198 CHF | 82,436 CHF | 99.67% | 99.67% |
13/05/2024 | 0.33% | 36.80 CHF | 36.90 CHF | 2,000 | 2,000 | 1,995 | 1,995 | 79,972 CHF | 80,241 CHF | 98.76% | 98.76% |
10/05/2024 | 0.35% | 41.55 CHF | 41.70 CHF | 2,000 | 2,000 | 1,992 | 1,992 | 84,746 CHF | 85,045 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 41.20 CHF | 41.30 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 87,268 CHF | 87,530 CHF | 99.09% | 99.09% |
07/05/2024 | 0.25% | 42.00 CHF | 42.10 CHF | 2,200 | 2,200 | 2,191 | 2,191 | 88,309 CHF | 88,528 CHF | 99.53% | 99.53% |
06/05/2024 | 0.26% | 38.65 CHF | 38.75 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 81,703 CHF | 81,912 CHF | 100.00% | 100.00% |
03/05/2024 | 0.25% | 39.15 CHF | 39.25 CHF | 2,200 | 2,200 | 2,191 | 2,191 | 86,065 CHF | 86,284 CHF | 99.67% | 99.67% |
02/05/2024 | 0.27% | 37.20 CHF | 37.30 CHF | 2,300 | 2,300 | 2,331 | 2,331 | 85,813 CHF | 86,046 CHF | 99.98% | 99.98% |