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% | 4.01 CHF | 4.02 CHF | 49,000 | 49,000 | 49,001 | 49,001 | 197,105 CHF | 197,596 CHF | 100.00% | 100.00% |
15/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 49,687 | 49,687 | 196,607 CHF | 197,105 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 50,000 | 50,000 | 49,634 | 49,634 | 196,900 CHF | 197,397 CHF | 100.00% | 100.00% |
13/05/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 54,000 | 54,000 | 53,998 | 53,998 | 179,581 CHF | 180,121 CHF | 99.88% | 99.88% |
10/05/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 54,000 | 54,000 | 54,200 | 54,200 | 176,052 CHF | 176,594 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 55,000 | 55,000 | 54,717 | 54,717 | 176,412 CHF | 176,959 CHF | 98.93% | 98.93% |
07/05/2024 | 0.32% | 3.23 CHF | 3.24 CHF | 55,000 | 55,000 | 54,971 | 54,971 | 173,016 CHF | 173,566 CHF | 99.89% | 99.89% |
06/05/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 172,958 CHF | 173,508 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 55,000 | 55,000 | 55,856 | 55,856 | 171,403 CHF | 171,962 CHF | 99.98% | 99.98% |
02/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 170,640 CHF | 171,200 CHF | 98.24% | 98.24% |