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% | 4.04 CHF | 4.05 CHF | 29,000 | 29,000 | 28,860 | 28,860 | 117,051 CHF | 117,340 CHF | 100.00% | 100.00% |
15/05/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 29,000 | 29,000 | 28,630 | 28,630 | 116,092 CHF | 116,379 CHF | 99.39% | 99.39% |
14/05/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 29,000 | 29,000 | 29,155 | 29,155 | 114,642 CHF | 114,934 CHF | 99.97% | 99.97% |
13/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 114,730 CHF | 115,029 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 30,000 | 30,000 | 29,877 | 29,877 | 114,470 CHF | 114,768 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 31,000 | 31,000 | 30,865 | 30,865 | 109,526 CHF | 109,835 CHF | 99.25% | 99.25% |
07/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 31,000 | 31,000 | 31,015 | 31,015 | 109,031 CHF | 109,341 CHF | 98.96% | 98.96% |
06/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 32,000 | 32,000 | 31,867 | 31,867 | 109,250 CHF | 109,569 CHF | 99.10% | 99.10% |
03/05/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 106,363 CHF | 106,671 CHF | 99.94% | 99.94% |
02/05/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 106,061 CHF | 106,370 CHF | 99.98% | 99.98% |