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 | 4.24% | 17.19 CHF | 17.85 CHF | 27,400 | 27,400 | 27,329 | 27,329 | 424,240 CHF | 442,553 CHF | 100.00% | 100.00% |
14/05/2024 | 4.16% | 15.02 CHF | 15.63 CHF | 29,900 | 29,900 | 29,900 | 29,900 | 429,496 CHF | 447,735 CHF | 99.76% | 99.76% |
13/05/2024 | 4.18% | 15.03 CHF | 15.69 CHF | 27,600 | 27,600 | 27,600 | 27,600 | 426,555 CHF | 444,771 CHF | 100.00% | 100.00% |
10/05/2024 | 4.13% | 14.76 CHF | 15.38 CHF | 29,700 | 29,700 | 29,700 | 29,700 | 437,125 CHF | 455,539 CHF | 100.00% | 100.00% |
08/05/2024 | 4.04% | 14.04 CHF | 14.61 CHF | 32,200 | 32,200 | 32,197 | 32,197 | 444,674 CHF | 463,028 CHF | 99.44% | 99.44% |
07/05/2024 | 4.02% | 13.42 CHF | 13.97 CHF | 33,100 | 33,100 | 33,080 | 33,080 | 444,395 CHF | 462,600 CHF | 100.00% | 100.00% |
06/05/2024 | 3.78% | 13.06 CHF | 13.56 CHF | 36,800 | 36,800 | 36,800 | 36,800 | 477,661 CHF | 496,061 CHF | 100.00% | 100.00% |
03/05/2024 | 3.53% | 12.00 CHF | 12.43 CHF | 42,500 | 42,500 | 42,500 | 42,500 | 509,270 CHF | 527,545 CHF | 99.96% | 99.96% |
02/05/2024 | 3.40% | 11.16 CHF | 11.54 CHF | 48,700 | 48,700 | 48,700 | 48,700 | 534,452 CHF | 552,958 CHF | 99.58% | 99.58% |
30/04/2024 | 3.74% | 11.17 CHF | 11.61 CHF | 42,000 | 42,000 | 41,983 | 41,983 | 485,369 CHF | 503,849 CHF | 100.00% | 100.00% |