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 | 0.26% | 29.50 CHF | 29.55 CHF | 13,200 | 13,200 | 4,576 | 4,576 | 134,948 CHF | 135,231 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 29.50 CHF | 29.55 CHF | 13,200 | 13,200 | 4,584 | 4,584 | 135,851 CHF | 136,134 CHF | 99.66% | 99.66% |
14/05/2024 | 0.26% | 29.90 CHF | 29.95 CHF | 13,000 | 13,000 | 4,529 | 4,529 | 135,583 CHF | 135,863 CHF | 100.00% | 100.00% |
13/05/2024 | 0.27% | 28.85 CHF | 28.90 CHF | 13,400 | 13,400 | 4,641 | 4,641 | 133,265 CHF | 133,550 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 28.50 CHF | 28.55 CHF | 13,300 | 13,300 | 4,554 | 4,554 | 134,730 CHF | 135,011 CHF | 99.99% | 99.99% |
08/05/2024 | 0.28% | 29.80 CHF | 29.85 CHF | 13,700 | 13,700 | 4,649 | 4,649 | 133,474 CHF | 133,761 CHF | 99.01% | 99.01% |
07/05/2024 | 0.29% | 27.60 CHF | 27.65 CHF | 14,300 | 14,300 | 5,227 | 5,227 | 138,458 CHF | 138,776 CHF | 97.82% | 97.82% |
06/05/2024 | 0.17% | 25.44 CHF | 25.46 CHF | 16,100 | 16,100 | 5,702 | 5,702 | 139,297 CHF | 139,467 CHF | 99.27% | 99.27% |
03/05/2024 | 0.19% | 22.89 CHF | 22.91 CHF | 17,800 | 17,800 | 6,175 | 6,175 | 138,185 CHF | 138,368 CHF | 97.78% | 97.78% |
02/05/2024 | 0.18% | 21.40 CHF | 21.42 CHF | 19,100 | 19,100 | 6,769 | 6,769 | 139,941 CHF | 140,128 CHF | 97.20% | 97.20% |