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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.90% | 2.26 CHF | 2.28 CHF | 26,700 | 26,700 | 26,863 | 26,863 | 59,157 CHF | 59,695 CHF | 99.98% | 99.98% |
22/05/2024 | 0.93% | 2.12 CHF | 2.14 CHF | 24,300 | 24,300 | 24,233 | 24,233 | 51,760 CHF | 52,245 CHF | 100.00% | 100.00% |
21/05/2024 | 0.86% | 2.36 CHF | 2.38 CHF | 24,300 | 24,300 | 24,406 | 24,406 | 56,366 CHF | 56,854 CHF | 98.61% | 98.61% |
17/05/2024 | 0.84% | 2.29 CHF | 2.31 CHF | 22,400 | 22,400 | 22,312 | 22,312 | 52,831 CHF | 53,277 CHF | 99.33% | 99.33% |
16/05/2024 | 0.76% | 2.67 CHF | 2.69 CHF | 22,400 | 22,400 | 22,479 | 22,479 | 59,064 CHF | 59,514 CHF | 100.00% | 100.00% |
15/05/2024 | 0.79% | 2.50 CHF | 2.52 CHF | 23,300 | 23,300 | 23,212 | 23,212 | 58,576 CHF | 59,041 CHF | 99.99% | 99.99% |
14/05/2024 | 0.87% | 2.44 CHF | 2.46 CHF | 23,600 | 23,600 | 23,874 | 23,874 | 54,856 CHF | 55,334 CHF | 99.69% | 99.69% |
13/05/2024 | 0.84% | 2.37 CHF | 2.39 CHF | 23,900 | 23,900 | 23,896 | 23,896 | 56,574 CHF | 57,052 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 2.36 CHF | 2.38 CHF | 25,600 | 25,600 | 25,560 | 25,560 | 60,647 CHF | 61,158 CHF | 100.00% | 100.00% |
08/05/2024 | 0.90% | 2.18 CHF | 2.20 CHF | 26,000 | 26,000 | 25,944 | 25,944 | 57,196 CHF | 57,715 CHF | 99.08% | 99.08% |