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 | 0.28% | 3.56 CHF | 3.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 142,101 CHF | 142,501 CHF | 60.11% | 99.99% |
15/05/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 137,694 CHF | 138,090 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 40,000 | 40,000 | 39,811 | 39,810 | 139,862 CHF | 140,260 CHF | 98.78% | 98.78% |
13/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 139,267 CHF | 139,664 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 40,000 | 40,000 | 39,573 | 39,573 | 138,147 CHF | 138,543 CHF | 87.86% | 93.97% |
08/05/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 40,000 | 40,000 | 39,623 | 39,623 | 132,092 CHF | 132,488 CHF | 100.00% | 100.00% |
07/05/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 40,000 | 40,000 | 39,622 | 39,621 | 125,505 CHF | 125,900 CHF | 99.25% | 99.25% |
06/05/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 40,000 | 40,000 | 39,622 | 39,622 | 128,765 CHF | 129,161 CHF | 99.11% | 99.11% |
03/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 40,000 | 40,000 | 39,745 | 39,745 | 128,090 CHF | 128,488 CHF | 96.91% | 97.53% |
02/05/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 40,000 | 40,000 | 39,625 | 39,624 | 126,748 CHF | 127,143 CHF | 99.89% | 99.89% |