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% | 3.86 CHF | 3.87 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 176,736 CHF | 177,196 CHF | 100.00% | 100.00% |
15/05/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 46,000 | 46,000 | 45,911 | 45,911 | 174,458 CHF | 174,918 CHF | 100.00% | 100.00% |
14/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 46,000 | 46,000 | 46,973 | 46,973 | 173,736 CHF | 174,206 CHF | 99.99% | 99.99% |
13/05/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 175,301 CHF | 175,771 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 175,427 CHF | 175,897 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 171,618 CHF | 172,088 CHF | 99.09% | 99.09% |
07/05/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 47,000 | 47,000 | 47,072 | 47,072 | 171,374 CHF | 171,845 CHF | 99.94% | 99.94% |
06/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 170,967 CHF | 171,447 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 169,678 CHF | 170,168 CHF | 99.99% | 99.99% |
02/05/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 167,937 CHF | 168,427 CHF | 100.00% | 100.00% |