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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 2.10% | 9.32 CHF | 9.36 CHF | 19,900 | 19,900 | 8,808 | 8,808 | 77,198 CHF | 78,289 CHF | 99.34% | 99.34% |
28/05/2024 | 2.11% | 8.39 CHF | 8.43 CHF | 19,000 | 19,000 | 8,541 | 8,541 | 71,854 CHF | 72,927 CHF | 100.00% | 100.00% |
27/05/2024 | 2.41% | 8.33 CHF | 8.49 CHF | 7,600 | 7,600 | 6,098 | 6,098 | 50,689 CHF | 51,870 CHF | 99.05% | 99.05% |
24/05/2024 | 2.17% | 8.23 CHF | 8.27 CHF | 19,100 | 19,100 | 8,596 | 8,596 | 70,329 CHF | 71,404 CHF | 99.41% | 99.41% |
23/05/2024 | 2.04% | 8.19 CHF | 8.22 CHF | 22,200 | 22,200 | 9,801 | 9,801 | 76,576 CHF | 77,610 CHF | 99.29% | 99.29% |
22/05/2024 | 2.07% | 7.51 CHF | 7.54 CHF | 22,700 | 22,700 | 10,177 | 10,177 | 74,247 CHF | 75,310 CHF | 100.00% | 100.00% |
21/05/2024 | 2.09% | 7.31 CHF | 7.34 CHF | 24,600 | 24,600 | 11,080 | 11,080 | 75,698 CHF | 76,788 CHF | 98.46% | 98.46% |
17/05/2024 | 2.14% | 6.91 CHF | 6.94 CHF | 23,900 | 23,900 | 10,753 | 10,753 | 73,870 CHF | 74,965 CHF | 99.36% | 99.36% |
16/05/2024 | 2.15% | 6.87 CHF | 6.90 CHF | 26,600 | 26,600 | 11,755 | 11,755 | 75,713 CHF | 76,811 CHF | 100.00% | 100.00% |
15/05/2024 | 2.17% | 6.24 CHF | 6.27 CHF | 21,100 | 21,100 | 9,748 | 9,748 | 66,529 CHF | 67,579 CHF | 100.00% | 100.00% |