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 | 0.26% | 3.75 CHF | 3.76 CHF | 188,000 | 188,000 | 183,934 | 183,934 | 694,445 CHF | 696,286 CHF | 100.00% | 100.00% |
15/05/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 184,000 | 184,000 | 182,884 | 182,884 | 699,227 CHF | 701,059 CHF | 100.00% | 100.00% |
14/05/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 184,000 | 184,000 | 184,036 | 184,036 | 694,560 CHF | 696,401 CHF | 100.00% | 100.00% |
13/05/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 184,000 | 184,000 | 186,458 | 186,458 | 701,275 CHF | 703,140 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 188,000 | 188,000 | 184,255 | 184,255 | 696,400 CHF | 698,242 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 188,000 | 188,000 | 187,191 | 187,191 | 690,124 CHF | 691,996 CHF | 99.14% | 99.14% |
07/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 188,000 | 188,000 | 187,144 | 187,144 | 690,996 CHF | 692,869 CHF | 99.85% | 99.85% |
06/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 188,000 | 188,000 | 187,225 | 187,225 | 693,143 CHF | 695,015 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 188,000 | 188,000 | 187,235 | 187,235 | 691,482 CHF | 693,354 CHF | 99.99% | 99.99% |
02/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 188,000 | 188,000 | 187,225 | 187,225 | 693,291 CHF | 695,164 CHF | 99.99% | 99.99% |