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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.67% | 3.14 CHF | 3.16 CHF | 26,100 | 26,100 | 26,531 | 26,531 | 78,792 CHF | 79,323 CHF | 100.00% | 100.00% |
23/05/2024 | 0.68% | 3.00 CHF | 3.02 CHF | 27,600 | 27,600 | 27,696 | 27,696 | 81,407 CHF | 81,961 CHF | 99.99% | 99.99% |
22/05/2024 | 0.69% | 2.86 CHF | 2.88 CHF | 26,200 | 26,200 | 26,107 | 26,107 | 75,148 CHF | 75,671 CHF | 100.00% | 100.00% |
21/05/2024 | 0.66% | 3.07 CHF | 3.09 CHF | 26,000 | 26,000 | 26,106 | 26,106 | 79,020 CHF | 79,542 CHF | 98.62% | 98.62% |
17/05/2024 | 0.65% | 3.01 CHF | 3.03 CHF | 25,200 | 25,200 | 25,080 | 25,080 | 77,152 CHF | 77,654 CHF | 99.33% | 99.33% |
16/05/2024 | 0.61% | 3.33 CHF | 3.35 CHF | 24,600 | 24,600 | 24,722 | 24,722 | 81,331 CHF | 81,826 CHF | 100.00% | 100.00% |
15/05/2024 | 0.63% | 3.18 CHF | 3.20 CHF | 25,400 | 25,400 | 25,218 | 25,218 | 80,751 CHF | 81,257 CHF | 99.99% | 99.99% |
14/05/2024 | 0.66% | 3.13 CHF | 3.15 CHF | 25,600 | 25,600 | 25,865 | 25,865 | 77,817 CHF | 78,334 CHF | 99.69% | 99.69% |
13/05/2024 | 0.65% | 3.07 CHF | 3.09 CHF | 25,800 | 25,800 | 25,796 | 25,796 | 79,144 CHF | 79,660 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 3.06 CHF | 3.08 CHF | 26,900 | 26,900 | 26,901 | 26,901 | 82,652 CHF | 83,190 CHF | 100.00% | 100.00% |