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 | 0.66% | 3.11 CHF | 3.13 CHF | 16,200 | 16,200 | 16,269 | 16,269 | 49,464 CHF | 49,790 CHF | 99.99% | 99.99% |
15/05/2024 | 0.70% | 2.85 CHF | 2.87 CHF | 17,000 | 17,000 | 16,953 | 16,953 | 48,867 CHF | 49,207 CHF | 100.00% | 100.00% |
14/05/2024 | 0.78% | 2.76 CHF | 2.78 CHF | 17,400 | 17,400 | 17,541 | 17,541 | 44,625 CHF | 44,975 CHF | 99.68% | 99.68% |
13/05/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 17,600 | 17,600 | 17,590 | 17,590 | 46,581 CHF | 46,932 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 2.64 CHF | 2.66 CHF | 19,300 | 19,300 | 19,301 | 19,301 | 51,269 CHF | 51,655 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 2.37 CHF | 2.39 CHF | 19,600 | 19,600 | 19,604 | 19,604 | 47,282 CHF | 47,674 CHF | 99.09% | 99.09% |
07/05/2024 | 0.84% | 2.40 CHF | 2.42 CHF | 21,100 | 21,100 | 21,105 | 21,105 | 50,261 CHF | 50,683 CHF | 99.70% | 99.70% |
06/05/2024 | 0.92% | 2.17 CHF | 2.19 CHF | 23,600 | 23,600 | 23,574 | 23,574 | 51,060 CHF | 51,531 CHF | 100.00% | 100.00% |
03/05/2024 | 1.03% | 1.94 CHF | 1.96 CHF | 26,300 | 26,300 | 26,347 | 26,347 | 50,839 CHF | 51,366 CHF | 99.99% | 99.99% |
02/05/2024 | 1.08% | 1.76 CHF | 1.78 CHF | 24,500 | 24,500 | 24,340 | 24,340 | 44,921 CHF | 45,408 CHF | 99.99% | 99.99% |