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 | 0.92% | 2.19 CHF | 2.21 CHF | 45,800 | 45,800 | 45,238 | 45,238 | 99,316 CHF | 100,221 CHF | 100.00% | 100.00% |
15/05/2024 | 0.93% | 2.19 CHF | 2.21 CHF | 45,800 | 45,800 | 46,011 | 46,011 | 99,493 CHF | 100,414 CHF | 100.00% | 100.00% |
14/05/2024 | 0.93% | 2.18 CHF | 2.20 CHF | 46,100 | 46,100 | 46,198 | 46,198 | 99,691 CHF | 100,616 CHF | 99.02% | 99.02% |
13/05/2024 | 0.96% | 2.11 CHF | 2.13 CHF | 47,600 | 47,600 | 47,463 | 47,463 | 99,465 CHF | 100,415 CHF | 99.38% | 99.38% |
10/05/2024 | 0.93% | 2.11 CHF | 2.13 CHF | 47,500 | 47,500 | 46,301 | 46,301 | 99,550 CHF | 100,477 CHF | 99.61% | 99.61% |
08/05/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 44,300 | 44,300 | 43,932 | 43,932 | 99,947 CHF | 100,826 CHF | 99.50% | 99.50% |
07/05/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 44,300 | 44,300 | 43,456 | 43,456 | 99,334 CHF | 100,204 CHF | 99.71% | 99.71% |
06/05/2024 | 0.90% | 2.24 CHF | 2.26 CHF | 44,900 | 44,900 | 43,994 | 43,994 | 99,115 CHF | 99,997 CHF | 98.53% | 98.53% |
03/05/2024 | 0.88% | 2.24 CHF | 2.26 CHF | 44,800 | 44,800 | 44,279 | 44,279 | 100,008 CHF | 100,893 CHF | 98.70% | 98.70% |
02/05/2024 | 0.90% | 2.23 CHF | 2.25 CHF | 45,100 | 45,100 | 45,169 | 45,169 | 99,957 CHF | 100,861 CHF | 99.54% | 99.54% |