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% | 3.55 CHF | 3.56 CHF | 29,000 | 29,000 | 28,860 | 28,860 | 102,893 CHF | 103,182 CHF | 100.00% | 100.00% |
15/05/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 29,000 | 29,000 | 28,630 | 28,630 | 102,056 CHF | 102,343 CHF | 99.39% | 99.39% |
14/05/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 29,000 | 29,000 | 29,155 | 29,155 | 100,428 CHF | 100,720 CHF | 99.99% | 99.99% |
13/05/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 100,176 CHF | 100,475 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 99,926 CHF | 100,225 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 31,000 | 31,000 | 30,865 | 30,865 | 94,515 CHF | 94,824 CHF | 99.25% | 99.25% |
07/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 31,000 | 31,000 | 31,016 | 31,016 | 93,937 CHF | 94,248 CHF | 98.96% | 98.96% |
06/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 32,000 | 32,000 | 31,867 | 31,867 | 93,768 CHF | 94,087 CHF | 99.14% | 99.14% |
03/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 91,380 CHF | 91,689 CHF | 99.95% | 99.95% |
02/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 91,060 CHF | 91,369 CHF | 100.00% | 100.00% |