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 | 4.20% | 296.00 CHF | 307.40 CHF | 1,600 | 1,600 | 1,596 | 1,596 | 426,857 CHF | 445,097 CHF | 100.00% | 100.00% |
14/05/2024 | 4.20% | 258.60 CHF | 269.20 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 445,104 CHF | 464,184 CHF | 99.77% | 99.77% |
13/05/2024 | 4.19% | 258.80 CHF | 270.20 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 425,803 CHF | 444,043 CHF | 100.00% | 100.00% |
10/05/2024 | 4.10% | 254.40 CHF | 265.00 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 456,414 CHF | 475,494 CHF | 100.00% | 100.00% |
08/05/2024 | 4.04% | 241.80 CHF | 251.60 CHF | 1,900 | 1,900 | 1,900 | 1,900 | 451,954 CHF | 470,574 CHF | 99.44% | 99.44% |
07/05/2024 | 4.07% | 231.00 CHF | 240.60 CHF | 2,000 | 2,000 | 1,999 | 1,999 | 462,182 CHF | 481,382 CHF | 100.00% | 100.00% |
06/05/2024 | 3.78% | 225.00 CHF | 233.60 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 491,808 CHF | 510,728 CHF | 100.00% | 100.00% |
03/05/2024 | 3.52% | 206.80 CHF | 214.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 515,939 CHF | 534,439 CHF | 99.96% | 99.96% |
02/05/2024 | 3.43% | 192.20 CHF | 198.80 CHF | 2,900 | 2,900 | 2,900 | 2,900 | 547,938 CHF | 567,078 CHF | 99.59% | 99.59% |
30/04/2024 | 3.75% | 192.20 CHF | 199.80 CHF | 2,500 | 2,500 | 2,499 | 2,499 | 497,530 CHF | 516,530 CHF | 100.00% | 100.00% |