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 | 0.17% | 119.40 CHF | 119.60 CHF | 3,300 | 3,300 | 1,492 | 1,492 | 176,366 CHF | 176,665 CHF | 99.99% | 99.99% |
15/05/2024 | 0.13% | 114.80 CHF | 115.00 CHF | 3,700 | 3,700 | 1,738 | 1,738 | 183,553 CHF | 183,823 CHF | 100.00% | 100.00% |
14/05/2024 | 0.11% | 98.90 CHF | 99.00 CHF | 4,000 | 4,000 | 1,782 | 1,782 | 172,180 CHF | 172,359 CHF | 99.99% | 99.99% |
13/05/2024 | 0.10% | 97.20 CHF | 97.30 CHF | 4,100 | 4,100 | 1,889 | 1,889 | 182,365 CHF | 182,554 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 95.70 CHF | 95.80 CHF | 4,200 | 4,200 | 1,899 | 1,899 | 183,064 CHF | 183,254 CHF | 99.99% | 99.99% |
08/05/2024 | 0.10% | 97.90 CHF | 98.00 CHF | 3,900 | 3,900 | 1,734 | 1,734 | 170,809 CHF | 170,983 CHF | 98.97% | 98.97% |
07/05/2024 | 0.11% | 98.70 CHF | 98.80 CHF | 3,700 | 3,700 | 1,704 | 1,704 | 169,717 CHF | 169,903 CHF | 97.82% | 97.82% |
06/05/2024 | 0.11% | 103.20 CHF | 103.40 CHF | 4,100 | 4,100 | 1,866 | 1,866 | 182,721 CHF | 182,938 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 88.30 CHF | 88.40 CHF | 4,700 | 4,700 | 2,171 | 2,171 | 188,338 CHF | 188,556 CHF | 99.73% | 99.73% |
02/05/2024 | 0.13% | 79.90 CHF | 80.00 CHF | 5,300 | 5,300 | 2,385 | 2,385 | 185,051 CHF | 185,290 CHF | 99.95% | 99.95% |