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% | 3.77 CHF | 3.78 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 185,392 CHF | 185,883 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 49,686 | 49,686 | 184,678 CHF | 185,176 CHF | 100.00% | 100.00% |
14/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 50,000 | 50,000 | 49,635 | 49,635 | 184,992 CHF | 185,488 CHF | 100.00% | 100.00% |
13/05/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 54,000 | 54,000 | 53,998 | 53,998 | 166,622 CHF | 167,162 CHF | 99.86% | 99.86% |
10/05/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 54,000 | 54,000 | 54,200 | 54,200 | 163,105 CHF | 163,647 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 55,000 | 55,000 | 54,717 | 54,717 | 163,335 CHF | 163,882 CHF | 98.93% | 98.93% |
07/05/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 55,000 | 55,000 | 54,971 | 54,971 | 159,892 CHF | 160,442 CHF | 99.89% | 99.89% |
06/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 159,750 CHF | 160,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 55,000 | 55,000 | 55,857 | 55,857 | 158,065 CHF | 158,623 CHF | 99.96% | 99.96% |
02/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 157,250 CHF | 157,810 CHF | 98.22% | 98.22% |