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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.54% | 27.75 CHF | 27.90 CHF | 5,600 | 5,600 | 5,594 | 5,594 | 156,407 CHF | 157,247 CHF | 100.00% | 100.00% |
21/05/2024 | 0.54% | 28.15 CHF | 28.30 CHF | 5,600 | 5,600 | 5,599 | 5,599 | 154,921 CHF | 155,761 CHF | 98.95% | 98.95% |
17/05/2024 | 0.54% | 27.75 CHF | 27.90 CHF | 5,700 | 5,700 | 5,700 | 5,700 | 159,040 CHF | 159,895 CHF | 99.33% | 99.33% |
16/05/2024 | 0.38% | 27.10 CHF | 27.20 CHF | 6,300 | 6,300 | 6,391 | 6,391 | 167,017 CHF | 167,657 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 24.05 CHF | 24.15 CHF | 6,500 | 6,500 | 6,483 | 6,483 | 156,154 CHF | 156,804 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 23.92 CHF | 24.02 CHF | 6,400 | 6,400 | 6,493 | 6,493 | 151,881 CHF | 152,531 CHF | 99.67% | 99.67% |
13/05/2024 | 0.41% | 24.27 CHF | 24.37 CHF | 6,300 | 6,300 | 6,300 | 6,300 | 154,368 CHF | 154,998 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 24.80 CHF | 24.90 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 158,264 CHF | 158,904 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 24.50 CHF | 24.60 CHF | 6,600 | 6,600 | 6,591 | 6,591 | 159,489 CHF | 160,148 CHF | 99.08% | 99.08% |
07/05/2024 | 0.39% | 23.69 CHF | 23.78 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 160,852 CHF | 161,473 CHF | 99.93% | 99.93% |