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 | 0.19% | 26.40 CHF | 26.45 CHF | 5,900 | 5,900 | 5,845 | 5,845 | 153,839 CHF | 154,131 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 26.05 CHF | 26.10 CHF | 6,000 | 6,000 | 5,854 | 5,854 | 152,790 CHF | 153,082 CHF | 99.93% | 99.93% |
14/05/2024 | 0.20% | 25.90 CHF | 25.95 CHF | 6,000 | 6,000 | 5,975 | 5,975 | 152,943 CHF | 153,242 CHF | 98.95% | 98.95% |
13/05/2024 | 0.20% | 25.75 CHF | 25.80 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 153,051 CHF | 153,349 CHF | 99.83% | 99.83% |
10/05/2024 | 0.20% | 25.75 CHF | 25.80 CHF | 6,000 | 6,000 | 5,961 | 5,961 | 153,560 CHF | 153,859 CHF | 99.32% | 99.32% |
08/05/2024 | 0.20% | 25.30 CHF | 25.35 CHF | 6,100 | 6,100 | 6,048 | 6,048 | 153,338 CHF | 153,641 CHF | 99.43% | 99.43% |
07/05/2024 | 0.20% | 25.35 CHF | 25.40 CHF | 6,100 | 6,100 | 6,024 | 6,024 | 152,429 CHF | 152,731 CHF | 99.55% | 99.55% |
06/05/2024 | 0.20% | 24.90 CHF | 24.95 CHF | 6,100 | 6,100 | 6,045 | 6,045 | 150,560 CHF | 150,863 CHF | 98.44% | 98.44% |
03/05/2024 | 0.21% | 24.45 CHF | 24.50 CHF | 6,200 | 6,200 | 6,184 | 6,184 | 151,102 CHF | 151,412 CHF | 97.23% | 97.23% |
02/05/2024 | 0.21% | 24.05 CHF | 24.10 CHF | 6,300 | 6,300 | 6,280 | 6,280 | 152,199 CHF | 152,513 CHF | 99.36% | 99.36% |