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 | 0.62% | 3.28 CHF | 3.30 CHF | 24,500 | 24,500 | 24,599 | 24,599 | 78,924 CHF | 79,417 CHF | 100.00% | 100.00% |
15/05/2024 | 0.63% | 3.14 CHF | 3.16 CHF | 25,600 | 25,600 | 25,371 | 25,371 | 80,904 CHF | 81,413 CHF | 100.00% | 100.00% |
14/05/2024 | 0.65% | 3.02 CHF | 3.04 CHF | 25,600 | 25,600 | 25,498 | 25,498 | 77,796 CHF | 78,306 CHF | 99.98% | 99.98% |
13/05/2024 | 0.67% | 3.03 CHF | 3.05 CHF | 27,000 | 27,000 | 27,371 | 27,371 | 81,161 CHF | 81,709 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 2.76 CHF | 2.78 CHF | 28,500 | 28,500 | 27,926 | 27,926 | 78,731 CHF | 79,290 CHF | 99.99% | 99.99% |
08/05/2024 | 0.64% | 3.01 CHF | 3.03 CHF | 23,900 | 23,900 | 23,433 | 23,433 | 73,537 CHF | 74,006 CHF | 99.07% | 99.07% |
07/05/2024 | 0.61% | 3.43 CHF | 3.45 CHF | 24,200 | 24,200 | 24,484 | 24,484 | 80,299 CHF | 80,788 CHF | 97.65% | 97.65% |
06/05/2024 | 0.65% | 3.10 CHF | 3.12 CHF | 25,800 | 25,800 | 25,883 | 25,883 | 79,796 CHF | 80,313 CHF | 100.00% | 100.00% |
03/05/2024 | 0.67% | 2.99 CHF | 3.01 CHF | 26,800 | 26,800 | 26,660 | 26,660 | 79,844 CHF | 80,378 CHF | 99.99% | 99.99% |
02/05/2024 | 0.70% | 2.88 CHF | 2.90 CHF | 27,200 | 27,200 | 27,401 | 27,401 | 77,558 CHF | 78,106 CHF | 100.00% | 100.00% |