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 | 0.86% | 3.49 CHF | 3.52 CHF | 27,000 | 27,000 | 26,747 | 26,747 | 93,551 CHF | 94,355 CHF | 100.00% | 100.00% |
15/05/2024 | 0.89% | 3.48 CHF | 3.51 CHF | 28,000 | 28,000 | 28,050 | 28,050 | 94,732 CHF | 95,575 CHF | 100.00% | 100.00% |
14/05/2024 | 0.88% | 3.39 CHF | 3.42 CHF | 28,000 | 28,000 | 27,785 | 27,785 | 95,265 CHF | 96,099 CHF | 99.10% | 99.10% |
13/05/2024 | 0.88% | 3.40 CHF | 3.43 CHF | 28,000 | 28,000 | 27,737 | 27,737 | 95,264 CHF | 96,097 CHF | 100.00% | 100.00% |
10/05/2024 | 0.89% | 3.43 CHF | 3.46 CHF | 29,000 | 29,000 | 28,642 | 28,642 | 97,224 CHF | 98,084 CHF | 87.56% | 93.69% |
08/05/2024 | 0.63% | 3.28 CHF | 3.30 CHF | 31,000 | 31,000 | 30,708 | 30,708 | 97,902 CHF | 98,517 CHF | 100.00% | 100.00% |
07/05/2024 | 0.68% | 3.03 CHF | 3.05 CHF | 32,000 | 32,000 | 32,039 | 32,039 | 95,088 CHF | 95,729 CHF | 99.84% | 99.84% |
06/05/2024 | 0.66% | 2.95 CHF | 2.97 CHF | 32,000 | 32,000 | 31,602 | 31,602 | 97,188 CHF | 97,821 CHF | 97.97% | 97.97% |
03/05/2024 | 0.66% | 3.00 CHF | 3.02 CHF | 32,000 | 32,000 | 31,845 | 31,845 | 96,788 CHF | 97,425 CHF | 97.34% | 97.34% |
02/05/2024 | 0.67% | 3.00 CHF | 3.02 CHF | 31,000 | 31,000 | 30,785 | 30,785 | 92,576 CHF | 93,192 CHF | 99.76% | 99.76% |