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 | 0.42% | 2.41 CHF | 2.42 CHF | 52,700 | 52,700 | 52,430 | 52,430 | 125,974 CHF | 126,499 CHF | 99.99% | 99.99% |
15/05/2024 | 0.47% | 2.24 CHF | 2.25 CHF | 56,000 | 56,000 | 55,627 | 55,627 | 119,725 CHF | 120,283 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 54,100 | 54,100 | 53,876 | 53,876 | 114,150 CHF | 114,689 CHF | 99.70% | 99.70% |
13/05/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 53,900 | 53,900 | 53,677 | 53,677 | 118,360 CHF | 118,897 CHF | 99.50% | 99.50% |
10/05/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 59,700 | 59,700 | 59,454 | 59,454 | 129,635 CHF | 130,230 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 66,600 | 66,600 | 66,318 | 66,318 | 106,123 CHF | 106,786 CHF | 98.93% | 98.93% |
07/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 68,500 | 68,500 | 68,214 | 68,214 | 120,663 CHF | 121,345 CHF | 98.85% | 98.85% |
06/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 73,600 | 73,600 | 73,297 | 73,297 | 123,801 CHF | 124,534 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 73,300 | 73,300 | 72,998 | 72,998 | 121,238 CHF | 121,968 CHF | 99.94% | 99.94% |
02/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 76,500 | 76,500 | 77,144 | 77,144 | 119,432 CHF | 120,204 CHF | 98.59% | 98.59% |