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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 80,200 | 80,200 | 78,760 | 78,760 | 38,478 CHF | 39,266 CHF | 98.83% | 98.83% |
14/05/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 79,900 | 79,900 | 79,678 | 79,678 | 38,048 CHF | 38,845 CHF | 98.77% | 98.77% |
13/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 80,100 | 80,100 | 78,902 | 78,902 | 37,983 CHF | 38,773 CHF | 99.50% | 99.50% |
10/05/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 81,100 | 81,100 | 80,027 | 80,027 | 36,028 CHF | 36,829 CHF | 99.51% | 99.51% |
08/05/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 83,500 | 83,500 | 82,963 | 82,963 | 32,886 CHF | 33,716 CHF | 98.99% | 99.66% |
07/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 80,500 | 80,500 | 79,938 | 79,938 | 36,327 CHF | 37,127 CHF | 99.85% | 99.85% |
06/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 82,000 | 82,000 | 80,094 | 80,094 | 35,578 CHF | 36,379 CHF | 98.49% | 98.49% |
03/05/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 80,600 | 80,600 | 80,089 | 80,089 | 36,013 CHF | 36,815 CHF | 99.28% | 99.28% |
02/05/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 84,200 | 84,200 | 84,153 | 84,153 | 31,198 CHF | 32,040 CHF | 99.42% | 99.42% |
30/04/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 86,000 | 86,000 | 84,153 | 84,153 | 31,122 CHF | 31,965 CHF | 100.00% | 100.00% |