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 | 0.33% | 3.03 CHF | 3.04 CHF | 37,000 | 37,000 | 36,880 | 36,880 | 111,488 CHF | 111,857 CHF | 100.00% | 100.00% |
15/05/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 37,000 | 37,000 | 36,927 | 36,927 | 111,026 CHF | 111,396 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 37,000 | 37,000 | 36,999 | 36,999 | 109,470 CHF | 109,840 CHF | 100.00% | 100.00% |
13/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 110,017 CHF | 110,387 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 37,000 | 37,000 | 37,196 | 37,196 | 108,354 CHF | 108,726 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 106,578 CHF | 106,958 CHF | 99.08% | 99.08% |
07/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 38,000 | 38,000 | 37,964 | 37,964 | 108,891 CHF | 109,270 CHF | 99.93% | 99.93% |
06/05/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 38,000 | 38,000 | 38,020 | 38,020 | 106,036 CHF | 106,416 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 39,000 | 39,000 | 38,363 | 38,363 | 106,288 CHF | 106,672 CHF | 99.97% | 99.97% |
02/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 39,000 | 39,000 | 39,126 | 39,126 | 104,031 CHF | 104,422 CHF | 99.99% | 99.99% |