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% | 3.17 CHF | 3.18 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 144,599 CHF | 145,059 CHF | 100.00% | 100.00% |
15/05/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 46,000 | 46,000 | 45,908 | 45,908 | 142,368 CHF | 142,828 CHF | 100.00% | 100.00% |
14/05/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 46,000 | 46,000 | 46,973 | 46,973 | 140,901 CHF | 141,371 CHF | 99.96% | 99.96% |
13/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 142,471 CHF | 142,941 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 142,610 CHF | 143,080 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 138,797 CHF | 139,267 CHF | 99.09% | 99.09% |
07/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 47,000 | 47,000 | 47,072 | 47,072 | 138,540 CHF | 139,011 CHF | 99.94% | 99.94% |
06/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 137,504 CHF | 137,984 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 135,544 CHF | 136,033 CHF | 99.98% | 99.98% |
02/05/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 133,791 CHF | 134,281 CHF | 99.99% | 99.99% |