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 | 0.25% | 3.92 CHF | 3.93 CHF | 188,000 | 188,000 | 183,934 | 183,934 | 726,036 CHF | 727,877 CHF | 100.00% | 100.00% |
15/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 184,000 | 184,000 | 182,881 | 182,881 | 730,565 CHF | 732,397 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 184,000 | 184,000 | 184,036 | 184,036 | 726,147 CHF | 727,988 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 184,000 | 184,000 | 186,458 | 186,458 | 733,636 CHF | 735,501 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 188,000 | 188,000 | 184,255 | 184,255 | 727,866 CHF | 729,708 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 188,000 | 188,000 | 187,191 | 187,191 | 722,138 CHF | 724,010 CHF | 99.14% | 99.14% |
07/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 188,000 | 188,000 | 187,144 | 187,144 | 722,963 CHF | 724,835 CHF | 99.85% | 99.85% |
06/05/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 188,000 | 188,000 | 187,225 | 187,225 | 725,089 CHF | 726,961 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 188,000 | 188,000 | 187,235 | 187,235 | 723,447 CHF | 725,319 CHF | 99.99% | 99.99% |
02/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 188,000 | 188,000 | 187,224 | 187,224 | 725,282 CHF | 727,154 CHF | 100.00% | 100.00% |