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 | 0.75% | 28.72 CHF | 28.93 CHF | 6,963 | 6,913 | 6,990 | 6,862 | 199,985 CHF | 197,776 CHF | 99.96% | 99.96% |
14/05/2024 | 0.77% | 28.47 CHF | 28.69 CHF | 7,024 | 6,961 | 7,026 | 6,962 | 199,984 CHF | 199,698 CHF | 99.93% | 99.93% |
13/05/2024 | 0.77% | 28.48 CHF | 28.70 CHF | 7,022 | 6,968 | 6,990 | 6,940 | 199,280 CHF | 199,369 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 28.54 CHF | 28.76 CHF | 6,971 | 6,954 | 6,925 | 6,944 | 197,910 CHF | 199,982 CHF | 100.00% | 100.00% |
08/05/2024 | 0.76% | 28.06 CHF | 28.28 CHF | 7,127 | 6,797 | 7,128 | 6,755 | 199,989 CHF | 190,958 CHF | 99.97% | 99.97% |
07/05/2024 | 0.75% | 28.14 CHF | 28.36 CHF | 7,107 | 6,921 | 7,144 | 6,989 | 199,986 CHF | 197,127 CHF | 99.99% | 99.99% |
06/05/2024 | 0.76% | 27.69 CHF | 27.90 CHF | 7,222 | 7,168 | 6,956 | 7,139 | 192,455 CHF | 199,010 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 27.47 CHF | 27.68 CHF | 7,280 | 7,093 | 7,251 | 7,092 | 199,989 CHF | 197,083 CHF | 99.89% | 99.89% |
02/05/2024 | 0.76% | 27.56 CHF | 27.77 CHF | 7,156 | 7,001 | 7,207 | 7,107 | 199,182 CHF | 197,921 CHF | 99.93% | 99.93% |
30/04/2024 | 0.75% | 27.72 CHF | 27.93 CHF | 6,914 | 7,160 | 7,164 | 5,939 | 199,870 CHF | 166,949 CHF | 99.94% | 99.94% |