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 | 0.10% | 20.58 CHF | 20.60 CHF | 3,300 | 3,300 | 3,296 | 3,296 | 67,584 CHF | 67,650 CHF | 98.98% | 98.98% |
15/05/2024 | 0.11% | 18.71 CHF | 18.73 CHF | 3,400 | 3,400 | 3,305 | 3,305 | 62,653 CHF | 62,720 CHF | 99.39% | 99.39% |
14/05/2024 | 0.11% | 18.83 CHF | 18.85 CHF | 3,400 | 3,400 | 3,385 | 3,385 | 62,382 CHF | 62,449 CHF | 99.14% | 99.14% |
13/05/2024 | 0.10% | 19.16 CHF | 19.18 CHF | 3,100 | 3,100 | 3,084 | 3,084 | 60,440 CHF | 60,502 CHF | 98.75% | 98.75% |
10/05/2024 | 0.10% | 20.69 CHF | 20.71 CHF | 3,400 | 3,400 | 3,380 | 3,380 | 68,540 CHF | 68,608 CHF | 100.00% | 100.00% |
08/05/2024 | 0.13% | 16.27 CHF | 16.29 CHF | 4,300 | 4,300 | 4,312 | 4,312 | 68,330 CHF | 68,416 CHF | 98.46% | 98.46% |
07/05/2024 | 0.15% | 14.28 CHF | 14.30 CHF | 4,700 | 4,700 | 4,681 | 4,681 | 63,071 CHF | 63,165 CHF | 99.44% | 99.44% |
06/05/2024 | 0.16% | 13.15 CHF | 13.17 CHF | 5,300 | 5,300 | 5,294 | 5,294 | 66,850 CHF | 66,956 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 11.60 CHF | 11.62 CHF | 5,100 | 5,100 | 4,981 | 4,981 | 60,903 CHF | 61,003 CHF | 99.36% | 99.36% |
02/05/2024 | 0.15% | 12.83 CHF | 12.85 CHF | 4,800 | 4,800 | 4,780 | 4,780 | 63,195 CHF | 63,291 CHF | 99.98% | 99.98% |