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 | 0.99% | 40.25 CHF | 40.65 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 201,085 CHF | 40,617 CHF | 99.32% | 99.32% |
15/05/2024 | 0.99% | 40.15 CHF | 40.55 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 200,750 CHF | 40,550 CHF | 99.38% | 99.38% |
14/05/2024 | 1.49% | 40.00 CHF | 40.60 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 199,791 CHF | 40,558 CHF | 99.38% | 99.38% |
13/05/2024 | 1.49% | 39.85 CHF | 40.45 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 199,288 CHF | 40,458 CHF | 98.82% | 98.82% |
10/05/2024 | 1.50% | 39.70 CHF | 40.30 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 198,116 CHF | 40,223 CHF | 99.38% | 99.38% |
08/05/2024 | 1.55% | 38.85 CHF | 39.45 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 192,280 CHF | 39,056 CHF | 99.38% | 99.38% |
07/05/2024 | 1.54% | 38.30 CHF | 38.90 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 191,054 CHF | 38,803 CHF | 97.39% | 97.39% |
06/05/2024 | 1.52% | 38.05 CHF | 38.60 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 191,078 CHF | 38,802 CHF | 99.38% | 99.38% |
03/05/2024 | 1.54% | 37.85 CHF | 38.40 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 190,480 CHF | 38,688 CHF | 99.38% | 99.38% |
02/05/2024 | 1.47% | 37.40 CHF | 37.95 CHF | 5,000 | 1,000 | 5,000 | 1,000 | 186,086 CHF | 37,767 CHF | 99.34% | 99.34% |