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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.03% | 2.41 CHF | 2.42 CHF | 12,100 | 12,100 | 7,006 | 7,006 | 16,292 CHF | 16,434 CHF | 99.89% | 99.89% |
16/05/2024 | 1.09% | 2.20 CHF | 2.21 CHF | 13,700 | 13,700 | 7,565 | 7,565 | 16,121 CHF | 16,272 CHF | 100.00% | 100.00% |
15/05/2024 | 1.16% | 2.17 CHF | 2.18 CHF | 15,100 | 15,100 | 8,330 | 8,330 | 16,668 CHF | 16,834 CHF | 98.50% | 98.50% |
14/05/2024 | 0.98% | 1.82 CHF | 1.83 CHF | 16,400 | 16,400 | 9,063 | 9,063 | 16,565 CHF | 16,711 CHF | 99.98% | 99.98% |
13/05/2024 | 1.07% | 1.70 CHF | 1.71 CHF | 16,400 | 16,400 | 9,062 | 9,062 | 15,579 CHF | 15,725 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.85 CHF | 1.86 CHF | 15,700 | 15,700 | 8,583 | 8,583 | 17,430 CHF | 17,567 CHF | 100.00% | 100.00% |
08/05/2024 | 1.12% | 1.67 CHF | 1.68 CHF | 17,500 | 17,500 | 9,584 | 9,584 | 15,579 CHF | 15,734 CHF | 97.88% | 97.88% |
07/05/2024 | 1.18% | 1.59 CHF | 1.60 CHF | 18,000 | 18,000 | 9,969 | 9,969 | 15,316 CHF | 15,476 CHF | 98.10% | 98.10% |
06/05/2024 | 1.13% | 1.59 CHF | 1.60 CHF | 19,500 | 19,500 | 10,766 | 10,766 | 17,171 CHF | 17,344 CHF | 100.00% | 100.00% |
03/05/2024 | 1.20% | 1.38 CHF | 1.39 CHF | 18,800 | 18,800 | 10,260 | 10,260 | 15,003 CHF | 15,167 CHF | 99.93% | 99.93% |