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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.43% | 95.20 CHF | 95.60 CHF | 1,400 | 1,400 | 1,396 | 1,396 | 130,956 CHF | 131,516 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 91.00 CHF | 91.40 CHF | 1,500 | 1,500 | 1,501 | 1,501 | 132,638 CHF | 133,238 CHF | 99.97% | 99.97% |
13/05/2024 | 0.45% | 88.10 CHF | 88.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 133,265 CHF | 133,865 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 84.90 CHF | 85.30 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 139,918 CHF | 140,598 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 78.90 CHF | 79.30 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 128,319 CHF | 128,959 CHF | 99.09% | 99.09% |
07/05/2024 | 0.34% | 86.80 CHF | 87.10 CHF | 1,900 | 1,900 | 1,840 | 1,840 | 161,924 CHF | 162,476 CHF | 99.53% | 99.53% |
06/05/2024 | 0.47% | 65.10 CHF | 65.40 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 133,919 CHF | 134,549 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 61.50 CHF | 61.80 CHF | 2,200 | 2,200 | 2,201 | 2,201 | 133,352 CHF | 134,013 CHF | 99.88% | 99.88% |
02/05/2024 | 0.51% | 58.40 CHF | 58.70 CHF | 2,300 | 2,300 | 2,287 | 2,287 | 135,327 CHF | 136,013 CHF | 100.00% | 100.00% |
30/04/2024 | 0.49% | 58.70 CHF | 59.00 CHF | 2,300 | 2,300 | 2,141 | 2,141 | 129,875 CHF | 130,517 CHF | 99.99% | 99.99% |