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% | 3.82 CHF | 3.83 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 174,699 CHF | 175,159 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 46,000 | 46,000 | 45,908 | 45,908 | 172,436 CHF | 172,896 CHF | 100.00% | 100.00% |
14/05/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 46,000 | 46,000 | 46,973 | 46,973 | 171,733 CHF | 172,202 CHF | 100.00% | 100.00% |
13/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 173,291 CHF | 173,761 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 173,385 CHF | 173,855 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 169,616 CHF | 170,086 CHF | 99.09% | 99.09% |
07/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 47,000 | 47,000 | 47,072 | 47,072 | 169,358 CHF | 169,829 CHF | 99.94% | 99.94% |
06/05/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 168,933 CHF | 169,413 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 167,658 CHF | 168,147 CHF | 99.98% | 99.98% |
02/05/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 165,941 CHF | 166,431 CHF | 100.00% | 100.00% |