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 | 0.21% | 168.60 CHF | 168.80 CHF | 1,300 | 1,300 | 770 | 770 | 130,311 CHF | 130,563 CHF | 99.46% | 99.46% |
15/05/2024 | 0.23% | 164.00 CHF | 164.20 CHF | 1,400 | 1,400 | 812 | 812 | 127,875 CHF | 128,139 CHF | 99.99% | 99.99% |
14/05/2024 | 0.24% | 152.40 CHF | 152.60 CHF | 1,500 | 1,500 | 841 | 841 | 126,455 CHF | 126,726 CHF | 99.34% | 99.34% |
13/05/2024 | 0.23% | 150.40 CHF | 150.60 CHF | 1,500 | 1,500 | 814 | 814 | 126,007 CHF | 126,267 CHF | 99.85% | 99.85% |
10/05/2024 | 0.24% | 150.00 CHF | 150.20 CHF | 1,500 | 1,500 | 839 | 839 | 126,656 CHF | 126,926 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 147.40 CHF | 147.60 CHF | 1,600 | 1,600 | 908 | 908 | 131,623 CHF | 131,919 CHF | 99.15% | 99.15% |
07/05/2024 | 0.24% | 149.00 CHF | 149.20 CHF | 1,500 | 1,500 | 839 | 839 | 125,589 CHF | 125,860 CHF | 100.00% | 100.00% |
06/05/2024 | 0.25% | 144.20 CHF | 144.40 CHF | 1,600 | 1,600 | 914 | 914 | 129,432 CHF | 129,728 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 136.40 CHF | 136.60 CHF | 1,700 | 1,700 | 957 | 957 | 126,157 CHF | 126,466 CHF | 99.67% | 99.67% |
02/05/2024 | 0.28% | 125.80 CHF | 126.00 CHF | 1,800 | 1,800 | 1,018 | 1,018 | 128,369 CHF | 128,698 CHF | 99.97% | 99.97% |