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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.76% | 32.95 CHF | 33.20 CHF | 6,069 | 6,024 | 6,084 | 6,039 | 199,984 CHF | 199,985 CHF | 99.91% | 99.91% |
14/05/2024 | 0.76% | 32.80 CHF | 33.05 CHF | 6,097 | 5,930 | 6,120 | 6,050 | 199,985 CHF | 199,219 CHF | 99.93% | 99.93% |
13/05/2024 | 0.76% | 32.77 CHF | 33.02 CHF | 6,103 | 6,056 | 6,107 | 6,061 | 199,984 CHF | 199,982 CHF | 99.99% | 99.99% |
10/05/2024 | 0.76% | 32.73 CHF | 32.98 CHF | 6,110 | 5,545 | 6,113 | 5,574 | 199,987 CHF | 183,718 CHF | 99.99% | 99.99% |
08/05/2024 | 0.74% | 32.16 CHF | 32.40 CHF | 6,218 | 6,152 | 6,222 | 6,156 | 199,976 CHF | 199,333 CHF | 99.97% | 99.97% |
07/05/2024 | 0.74% | 32.34 CHF | 32.58 CHF | 6,159 | 5,718 | 6,204 | 6,059 | 199,908 CHF | 196,695 CHF | 99.98% | 99.98% |
06/05/2024 | 0.75% | 31.99 CHF | 32.23 CHF | 6,251 | 6,175 | 6,276 | 6,199 | 199,985 CHF | 199,024 CHF | 99.99% | 99.99% |
03/05/2024 | 0.75% | 31.67 CHF | 31.91 CHF | 6,315 | 6,267 | 6,306 | 6,258 | 199,995 CHF | 199,976 CHF | 99.92% | 99.92% |
02/05/2024 | 0.75% | 31.71 CHF | 31.95 CHF | 6,307 | 6,258 | 6,309 | 6,260 | 199,995 CHF | 199,945 CHF | 99.91% | 99.91% |
30/04/2024 | 0.76% | 31.53 CHF | 31.77 CHF | 6,338 | 6,281 | 6,319 | 6,263 | 199,854 CHF | 199,573 CHF | 99.96% | 99.96% |