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 | 0.35% | 12.60 CHF | 12.62 CHF | 10,300 | 10,300 | 5,655 | 5,655 | 71,686 CHF | 71,903 CHF | 99.03% | 99.03% |
15/05/2024 | 0.39% | 12.10 CHF | 12.12 CHF | 11,500 | 11,500 | 6,457 | 6,457 | 73,438 CHF | 73,686 CHF | 99.96% | 99.96% |
14/05/2024 | 0.39% | 10.81 CHF | 10.82 CHF | 12,400 | 12,400 | 6,923 | 6,923 | 73,279 CHF | 73,511 CHF | 92.54% | 92.54% |
13/05/2024 | 0.38% | 10.58 CHF | 10.60 CHF | 12,200 | 12,200 | 6,572 | 6,572 | 72,616 CHF | 72,864 CHF | 99.72% | 99.72% |
10/05/2024 | 0.39% | 10.55 CHF | 10.56 CHF | 12,700 | 12,700 | 6,984 | 6,984 | 74,263 CHF | 74,502 CHF | 99.99% | 99.99% |
08/05/2024 | 0.34% | 10.25 CHF | 10.26 CHF | 13,300 | 13,300 | 7,174 | 7,174 | 71,649 CHF | 71,852 CHF | 98.95% | 98.95% |
07/05/2024 | 0.39% | 10.45 CHF | 10.46 CHF | 12,300 | 12,300 | 6,823 | 6,823 | 71,817 CHF | 72,050 CHF | 99.33% | 99.33% |
06/05/2024 | 0.35% | 9.97 CHF | 9.98 CHF | 13,700 | 13,700 | 7,603 | 7,603 | 73,738 CHF | 73,951 CHF | 98.84% | 98.84% |
03/05/2024 | 0.40% | 9.19 CHF | 9.20 CHF | 15,800 | 15,800 | 8,828 | 8,828 | 77,011 CHF | 77,261 CHF | 97.78% | 97.78% |
02/05/2024 | 0.32% | 8.10 CHF | 8.11 CHF | 17,200 | 17,200 | 9,353 | 9,353 | 75,965 CHF | 76,173 CHF | 99.44% | 99.44% |