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 | 0.79% | 5.09 CHF | 5.13 CHF | 15,900 | 15,900 | 15,849 | 15,849 | 79,744 CHF | 80,379 CHF | 100.00% | 100.00% |
15/05/2024 | 0.84% | 5.09 CHF | 5.13 CHF | 17,700 | 17,700 | 17,928 | 17,928 | 85,723 CHF | 86,442 CHF | 100.00% | 100.00% |
14/05/2024 | 0.72% | 4.35 CHF | 4.38 CHF | 21,900 | 21,900 | 22,186 | 22,186 | 92,034 CHF | 92,700 CHF | 99.65% | 99.65% |
13/05/2024 | 0.86% | 3.44 CHF | 3.47 CHF | 22,700 | 22,700 | 22,606 | 22,606 | 78,776 CHF | 79,455 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 3.54 CHF | 3.57 CHF | 23,400 | 23,400 | 23,489 | 23,489 | 81,899 CHF | 82,603 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 3.41 CHF | 3.44 CHF | 23,500 | 23,500 | 23,535 | 23,535 | 79,788 CHF | 80,494 CHF | 99.06% | 99.06% |
07/05/2024 | 0.91% | 3.43 CHF | 3.46 CHF | 24,600 | 24,600 | 24,845 | 24,845 | 81,516 CHF | 82,262 CHF | 97.67% | 97.67% |
06/05/2024 | 0.96% | 3.15 CHF | 3.18 CHF | 25,000 | 25,000 | 25,160 | 25,160 | 78,388 CHF | 79,143 CHF | 100.00% | 100.00% |
03/05/2024 | 0.93% | 3.20 CHF | 3.23 CHF | 25,800 | 25,800 | 25,773 | 25,773 | 82,847 CHF | 83,620 CHF | 99.97% | 99.97% |
02/05/2024 | 1.01% | 3.01 CHF | 3.04 CHF | 27,700 | 27,700 | 27,736 | 27,736 | 82,279 CHF | 83,111 CHF | 99.98% | 99.98% |