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 | 1.07% | 38.85 CHF | 39.30 CHF | 1,800 | 1,800 | 1,702 | 1,702 | 71,133 CHF | 71,899 CHF | 100.00% | 100.00% |
15/05/2024 | 1.12% | 42.90 CHF | 43.35 CHF | 1,900 | 1,900 | 1,895 | 1,895 | 75,938 CHF | 76,793 CHF | 100.00% | 100.00% |
14/05/2024 | 1.11% | 38.45 CHF | 38.90 CHF | 1,900 | 1,900 | 1,921 | 1,921 | 69,892 CHF | 70,672 CHF | 99.97% | 99.97% |
13/05/2024 | 1.26% | 37.90 CHF | 38.40 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 67,018 CHF | 67,868 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 44.60 CHF | 45.05 CHF | 1,900 | 1,900 | 1,900 | 1,900 | 84,183 CHF | 85,038 CHF | 99.99% | 99.99% |
08/05/2024 | 1.03% | 37.75 CHF | 38.15 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 76,941 CHF | 77,741 CHF | 99.25% | 99.25% |
07/05/2024 | 1.12% | 36.40 CHF | 36.80 CHF | 2,000 | 2,000 | 2,014 | 2,014 | 71,319 CHF | 72,125 CHF | 95.29% | 95.29% |
06/05/2024 | 1.01% | 35.75 CHF | 36.10 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 75,749 CHF | 76,519 CHF | 100.00% | 100.00% |
03/05/2024 | 1.09% | 32.90 CHF | 33.25 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 76,404 CHF | 77,244 CHF | 99.86% | 99.86% |
02/05/2024 | 1.15% | 30.55 CHF | 30.90 CHF | 2,500 | 2,500 | 2,476 | 2,476 | 74,682 CHF | 75,549 CHF | 99.98% | 99.98% |