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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.25% | 35.30 CHF | 35.35 CHF | 7,100 | 7,100 | 3,202 | 3,202 | 114,023 CHF | 114,266 CHF | 99.33% | 99.33% |
16/05/2024 | 0.24% | 36.75 CHF | 36.80 CHF | 6,700 | 6,700 | 3,012 | 3,012 | 112,686 CHF | 112,915 CHF | 99.40% | 99.40% |
15/05/2024 | 0.25% | 36.30 CHF | 36.35 CHF | 7,100 | 7,100 | 3,206 | 3,206 | 115,580 CHF | 115,823 CHF | 99.72% | 99.72% |
14/05/2024 | 0.26% | 35.70 CHF | 35.75 CHF | 7,300 | 7,300 | 3,398 | 3,398 | 116,624 CHF | 116,882 CHF | 98.41% | 98.41% |
13/05/2024 | 0.25% | 34.50 CHF | 34.55 CHF | 7,200 | 7,200 | 3,194 | 3,194 | 114,286 CHF | 114,528 CHF | 99.81% | 99.81% |
10/05/2024 | 0.24% | 35.90 CHF | 35.95 CHF | 6,900 | 6,900 | 3,138 | 3,138 | 116,658 CHF | 116,897 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 37.00 CHF | 37.05 CHF | 7,200 | 7,200 | 3,225 | 3,225 | 115,012 CHF | 115,258 CHF | 99.13% | 99.13% |
07/05/2024 | 0.26% | 34.85 CHF | 34.90 CHF | 7,700 | 7,700 | 3,493 | 3,493 | 118,689 CHF | 118,954 CHF | 99.77% | 99.77% |
06/05/2024 | 0.29% | 32.45 CHF | 32.50 CHF | 8,300 | 8,300 | 3,744 | 3,744 | 118,557 CHF | 118,842 CHF | 99.68% | 99.68% |
03/05/2024 | 0.32% | 30.30 CHF | 30.35 CHF | 9,200 | 9,200 | 4,085 | 4,085 | 119,400 CHF | 119,710 CHF | 99.64% | 99.64% |