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 | 0.32% | 3.07 CHF | 3.08 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 151,201 CHF | 151,691 CHF | 100.00% | 100.00% |
15/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 49,688 | 49,688 | 150,099 CHF | 150,597 CHF | 100.00% | 100.00% |
14/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 49,635 | 49,635 | 150,460 CHF | 150,957 CHF | 100.00% | 100.00% |
13/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 54,000 | 54,000 | 53,998 | 53,998 | 129,057 CHF | 129,597 CHF | 99.84% | 99.84% |
10/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 54,000 | 54,000 | 54,199 | 54,199 | 125,387 CHF | 125,929 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 55,000 | 55,000 | 54,717 | 54,717 | 125,263 CHF | 125,811 CHF | 98.93% | 98.93% |
07/05/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 55,000 | 55,000 | 54,971 | 54,971 | 121,619 CHF | 122,169 CHF | 99.89% | 99.89% |
06/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 121,491 CHF | 122,041 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 55,000 | 55,000 | 55,856 | 55,856 | 119,242 CHF | 119,801 CHF | 99.99% | 99.99% |
02/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 118,315 CHF | 118,875 CHF | 98.19% | 98.19% |