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 | 0.24% | 21.30 CHF | 21.35 CHF | 5,900 | 5,900 | 5,845 | 5,845 | 123,771 CHF | 124,063 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 6,000 | 6,000 | 5,854 | 5,854 | 122,677 CHF | 122,970 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 20.75 CHF | 20.80 CHF | 6,000 | 6,000 | 5,974 | 5,974 | 122,180 CHF | 122,479 CHF | 98.95% | 98.95% |
13/05/2024 | 0.24% | 20.60 CHF | 20.65 CHF | 6,000 | 6,000 | 5,943 | 5,943 | 122,466 CHF | 122,763 CHF | 99.83% | 99.83% |
10/05/2024 | 0.24% | 20.60 CHF | 20.65 CHF | 6,000 | 6,000 | 5,952 | 5,952 | 122,700 CHF | 122,998 CHF | 99.42% | 99.42% |
08/05/2024 | 0.25% | 20.15 CHF | 20.20 CHF | 6,100 | 6,100 | 6,048 | 6,048 | 122,237 CHF | 122,540 CHF | 99.53% | 99.53% |
07/05/2024 | 0.25% | 20.20 CHF | 20.25 CHF | 6,100 | 6,100 | 6,018 | 6,018 | 121,352 CHF | 121,653 CHF | 99.74% | 99.74% |
06/05/2024 | 0.26% | 19.75 CHF | 19.80 CHF | 6,100 | 6,100 | 6,049 | 6,049 | 119,608 CHF | 119,911 CHF | 98.42% | 98.42% |
03/05/2024 | 0.26% | 19.30 CHF | 19.35 CHF | 6,200 | 6,200 | 6,175 | 6,175 | 119,175 CHF | 119,484 CHF | 97.80% | 97.80% |
02/05/2024 | 0.26% | 18.90 CHF | 18.95 CHF | 6,300 | 6,300 | 6,271 | 6,271 | 119,788 CHF | 120,102 CHF | 98.91% | 98.91% |