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 | 0.84% | 51.45 CHF | 51.65 CHF | 2,100 | 2,100 | 900 | 900 | 56,778 CHF | 57,183 CHF | 99.35% | 99.35% |
15/05/2024 | 0.76% | 62.50 CHF | 62.70 CHF | 2,500 | 2,500 | 1,155 | 1,155 | 67,275 CHF | 67,668 CHF | 98.94% | 98.94% |
14/05/2024 | 0.77% | 54.40 CHF | 54.60 CHF | 2,700 | 2,700 | 1,229 | 1,229 | 59,537 CHF | 59,890 CHF | 98.73% | 98.73% |
13/05/2024 | 0.75% | 52.20 CHF | 52.40 CHF | 2,600 | 2,600 | 1,210 | 1,210 | 65,401 CHF | 65,806 CHF | 98.43% | 98.43% |
10/05/2024 | 0.71% | 54.50 CHF | 54.70 CHF | 2,300 | 2,300 | 1,028 | 1,028 | 64,922 CHF | 65,299 CHF | 99.99% | 99.99% |
08/05/2024 | 0.82% | 65.10 CHF | 65.40 CHF | 2,100 | 2,100 | 983 | 983 | 62,976 CHF | 63,401 CHF | 98.60% | 98.60% |
07/05/2024 | 0.75% | 78.30 CHF | 78.60 CHF | 1,600 | 1,600 | 732 | 732 | 60,962 CHF | 61,339 CHF | 99.40% | 99.40% |
06/05/2024 | 0.69% | 88.40 CHF | 88.70 CHF | 1,600 | 1,600 | 728 | 728 | 66,106 CHF | 66,465 CHF | 98.65% | 98.65% |
03/05/2024 | 1.54% | 74.20 CHF | 74.50 CHF | 1,600 | 1,600 | 530 | 530 | 42,971 CHF | 43,340 CHF | 94.69% | 94.69% |
02/05/2024 | - | 81.30 CHF | - CHF | 2,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.96% |