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 | 0.27% | 3.73 CHF | 3.74 CHF | 29,000 | 29,000 | 28,860 | 28,860 | 108,003 CHF | 108,292 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 29,000 | 29,000 | 28,628 | 28,628 | 107,123 CHF | 107,410 CHF | 99.39% | 99.39% |
14/05/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 29,000 | 29,000 | 29,155 | 29,155 | 105,607 CHF | 105,899 CHF | 99.96% | 99.96% |
13/05/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 105,511 CHF | 105,809 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 30,000 | 30,000 | 29,877 | 29,877 | 105,260 CHF | 105,558 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 31,000 | 31,000 | 30,865 | 30,865 | 100,084 CHF | 100,393 CHF | 99.24% | 99.24% |
07/05/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 31,000 | 31,000 | 31,017 | 31,017 | 99,555 CHF | 99,865 CHF | 98.96% | 98.96% |
06/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 32,000 | 32,000 | 31,867 | 31,867 | 99,479 CHF | 99,798 CHF | 98.99% | 98.99% |
03/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 96,928 CHF | 97,236 CHF | 99.98% | 99.98% |
02/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 96,620 CHF | 96,928 CHF | 100.00% | 100.00% |