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 | 0.45% | 33.35 CHF | 33.50 CHF | 2,500 | 2,500 | 2,498 | 2,498 | 82,320 CHF | 82,695 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 31.85 CHF | 32.00 CHF | 2,600 | 2,600 | 2,593 | 2,593 | 83,168 CHF | 83,558 CHF | 99.99% | 99.99% |
14/05/2024 | 0.50% | 31.35 CHF | 31.50 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 78,359 CHF | 78,749 CHF | 99.68% | 99.68% |
13/05/2024 | 0.49% | 30.75 CHF | 30.90 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 79,904 CHF | 80,294 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 30.70 CHF | 30.85 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 83,091 CHF | 83,496 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 29.05 CHF | 29.20 CHF | 2,800 | 2,800 | 2,800 | 2,800 | 82,012 CHF | 82,432 CHF | 99.09% | 99.09% |
07/05/2024 | 0.51% | 29.25 CHF | 29.40 CHF | 2,900 | 2,900 | 2,900 | 2,900 | 84,388 CHF | 84,823 CHF | 99.70% | 99.70% |
06/05/2024 | 0.54% | 27.75 CHF | 27.90 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 83,168 CHF | 83,618 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 26.23 CHF | 26.33 CHF | 3,200 | 3,200 | 3,200 | 3,200 | 83,786 CHF | 84,106 CHF | 99.86% | 99.86% |
02/05/2024 | 0.39% | 24.94 CHF | 25.04 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 79,228 CHF | 79,538 CHF | 99.97% | 99.97% |