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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 3.17% | 1.71 CHF | 1.73 CHF | 17,300 | 17,300 | 11,528 | 11,528 | 17,177 CHF | 17,664 CHF | 100.00% | 100.00% |
10/05/2024 | 4.18% | 1.50 CHF | 1.52 CHF | 17,200 | 17,200 | 11,395 | 11,395 | 13,111 CHF | 13,593 CHF | 99.95% | 99.95% |
08/05/2024 | 3.33% | 1.43 CHF | 1.45 CHF | 17,100 | 17,100 | 11,444 | 11,444 | 16,190 CHF | 16,674 CHF | 100.00% | 100.00% |
07/05/2024 | 3.36% | 1.18 CHF | 1.20 CHF | 17,000 | 17,000 | 11,452 | 11,452 | 15,241 CHF | 15,726 CHF | 100.00% | 100.00% |
06/05/2024 | 2.66% | 1.60 CHF | 1.62 CHF | 17,300 | 17,300 | 11,595 | 11,595 | 19,977 CHF | 20,465 CHF | 98.30% | 98.30% |
03/05/2024 | 2.41% | 1.73 CHF | 1.75 CHF | 17,300 | 17,300 | 11,544 | 11,544 | 21,422 CHF | 21,920 CHF | 95.42% | 95.42% |
02/05/2024 | 1.80% | 2.40 CHF | 2.42 CHF | 17,600 | 17,600 | 11,703 | 11,703 | 29,902 CHF | 30,402 CHF | 98.33% | 98.33% |
30/04/2024 | - | 3.03 CHF | - CHF | 17,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
29/04/2024 | - | 2.94 CHF | - CHF | 17,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.59% |
26/04/2024 | - | 3.26 CHF | - CHF | 17,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |