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 | 1.01% | 2.84 CHF | 2.85 CHF | 63,500 | 63,500 | 26,994 | 26,994 | 66,218 CHF | 66,702 CHF | 99.77% | 99.77% |
15/05/2024 | 1.10% | 2.70 CHF | 2.72 CHF | 37,800 | 37,800 | 16,953 | 16,953 | 50,294 CHF | 50,776 CHF | 99.36% | 99.36% |
14/05/2024 | 0.88% | 3.22 CHF | 3.24 CHF | 35,800 | 35,800 | 16,380 | 16,380 | 59,676 CHF | 60,139 CHF | 99.59% | 99.59% |
13/05/2024 | 1.06% | 3.34 CHF | 3.36 CHF | 37,200 | 37,200 | 16,731 | 16,731 | 53,659 CHF | 54,128 CHF | 98.43% | 98.43% |
10/05/2024 | 0.85% | 3.26 CHF | 3.27 CHF | 46,000 | 46,000 | 20,064 | 20,064 | 57,636 CHF | 57,998 CHF | 99.98% | 99.98% |
08/05/2024 | 0.83% | 2.81 CHF | 2.82 CHF | 48,500 | 48,500 | 21,476 | 21,476 | 61,072 CHF | 61,465 CHF | 98.69% | 98.69% |
07/05/2024 | 1.04% | 2.45 CHF | 2.46 CHF | 60,400 | 60,400 | 26,424 | 26,424 | 61,345 CHF | 61,819 CHF | 99.61% | 99.61% |
06/05/2024 | 1.10% | 2.18 CHF | 2.19 CHF | 53,400 | 53,400 | 23,834 | 23,834 | 49,988 CHF | 50,421 CHF | 99.28% | 99.28% |
03/05/2024 | 1.28% | 2.54 CHF | 2.55 CHF | 62,600 | 62,600 | 20,652 | 20,652 | 48,890 CHF | 49,282 CHF | 98.64% | 98.64% |
02/05/2024 | - | 2.66 CHF | - CHF | 37,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |