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 | 0.98% | 3.80 CHF | 3.84 CHF | 34,100 | 34,100 | 34,094 | 34,094 | 138,954 CHF | 140,318 CHF | 100.00% | 100.00% |
28/05/2024 | 0.85% | 4.66 CHF | 4.70 CHF | 35,700 | 35,700 | 35,700 | 35,700 | 166,786 CHF | 168,214 CHF | 99.94% | 99.94% |
27/05/2024 | 0.91% | 4.45 CHF | 4.49 CHF | 36,000 | 36,000 | 35,942 | 35,942 | 157,397 CHF | 158,837 CHF | 99.36% | 99.36% |
24/05/2024 | 0.97% | 4.52 CHF | 4.56 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 148,438 CHF | 149,878 CHF | 100.00% | 100.00% |
23/05/2024 | 0.88% | 4.52 CHF | 4.56 CHF | 36,200 | 36,200 | 36,191 | 36,191 | 163,039 CHF | 164,487 CHF | 100.00% | 100.00% |
22/05/2024 | 0.84% | 4.54 CHF | 4.58 CHF | 33,900 | 33,900 | 33,900 | 33,900 | 160,093 CHF | 161,449 CHF | 100.00% | 100.00% |
21/05/2024 | 0.88% | 4.69 CHF | 4.73 CHF | 33,200 | 33,200 | 33,179 | 33,179 | 149,779 CHF | 151,107 CHF | 99.62% | 99.62% |
17/05/2024 | 0.85% | 4.89 CHF | 4.93 CHF | 37,100 | 37,100 | 37,100 | 37,100 | 174,317 CHF | 175,801 CHF | 100.00% | 100.00% |
16/05/2024 | 0.91% | 4.31 CHF | 4.35 CHF | 35,600 | 35,600 | 35,569 | 35,569 | 155,769 CHF | 157,193 CHF | 100.00% | 100.00% |
15/05/2024 | 0.89% | 4.57 CHF | 4.61 CHF | 37,600 | 37,600 | 37,505 | 37,505 | 169,687 CHF | 171,191 CHF | 99.99% | 99.99% |