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 | 0.75% | 2.85 CHF | 2.87 CHF | 35,500 | 35,500 | 35,777 | 35,777 | 95,878 CHF | 96,594 CHF | 100.00% | 100.00% |
15/05/2024 | 0.87% | 2.28 CHF | 2.30 CHF | 37,000 | 37,000 | 36,904 | 36,904 | 84,438 CHF | 85,178 CHF | 100.00% | 100.00% |
14/05/2024 | 0.92% | 2.26 CHF | 2.28 CHF | 35,500 | 35,500 | 35,794 | 35,794 | 77,282 CHF | 77,998 CHF | 99.69% | 99.69% |
13/05/2024 | 0.84% | 2.33 CHF | 2.35 CHF | 34,200 | 34,200 | 34,065 | 34,065 | 80,864 CHF | 81,546 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 2.43 CHF | 2.45 CHF | 34,900 | 34,900 | 34,937 | 34,937 | 84,528 CHF | 85,227 CHF | 100.00% | 100.00% |
08/05/2024 | 0.86% | 2.37 CHF | 2.39 CHF | 37,300 | 37,300 | 37,305 | 37,305 | 86,468 CHF | 87,214 CHF | 99.09% | 99.09% |
07/05/2024 | 0.93% | 2.22 CHF | 2.24 CHF | 40,800 | 40,800 | 40,865 | 40,865 | 87,901 CHF | 88,719 CHF | 99.93% | 99.93% |
06/05/2024 | 1.01% | 2.01 CHF | 2.03 CHF | 45,900 | 45,900 | 45,923 | 45,923 | 90,386 CHF | 91,305 CHF | 100.00% | 100.00% |
03/05/2024 | 1.08% | 1.78 CHF | 1.80 CHF | 45,300 | 45,300 | 45,052 | 45,052 | 82,658 CHF | 83,559 CHF | 99.99% | 99.99% |
02/05/2024 | 1.06% | 1.83 CHF | 1.85 CHF | 42,400 | 42,400 | 42,344 | 42,344 | 79,828 CHF | 80,675 CHF | 100.00% | 100.00% |