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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.54% | 26.16 CHF | 26.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 25,244 CHF | 25,380 CHF | 100.00% | 100.00% |
22/05/2024 | 0.63% | 23.97 CHF | 24.12 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 24,299 CHF | 24,453 CHF | 100.00% | 100.00% |
21/05/2024 | 0.55% | 27.75 CHF | 27.90 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 27,035 CHF | 27,184 CHF | 100.00% | 100.00% |
17/05/2024 | 0.61% | 26.72 CHF | 26.89 CHF | 750 | 750 | 750 | 750 | 21,024 CHF | 21,153 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 33.10 CHF | 33.26 CHF | 1,000 | 1,000 | 996 | 996 | 32,190 CHF | 32,350 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 30.31 CHF | 30.47 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 30,684 CHF | 30,829 CHF | 100.00% | 100.00% |
14/05/2024 | 0.52% | 29.36 CHF | 29.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 27,116 CHF | 27,257 CHF | 99.85% | 99.85% |
13/05/2024 | 0.50% | 28.21 CHF | 28.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,229 CHF | 28,370 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 28.21 CHF | 28.34 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,364 CHF | 28,492 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 25.37 CHF | 25.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 25,796 CHF | 25,923 CHF | 100.00% | 100.00% |