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% | 3.15 CHF | 3.16 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 143,677 CHF | 144,137 CHF | 100.00% | 100.00% |
15/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 46,000 | 46,000 | 45,908 | 45,908 | 141,470 CHF | 141,930 CHF | 99.99% | 99.99% |
14/05/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 46,000 | 46,000 | 46,974 | 46,974 | 140,019 CHF | 140,489 CHF | 100.00% | 100.00% |
13/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 141,553 CHF | 142,023 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 141,693 CHF | 142,163 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 137,932 CHF | 138,403 CHF | 99.08% | 99.08% |
07/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 47,000 | 47,000 | 47,071 | 47,071 | 137,669 CHF | 138,140 CHF | 99.94% | 99.94% |
06/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 136,647 CHF | 137,127 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 134,743 CHF | 135,232 CHF | 99.98% | 99.98% |
02/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 132,965 CHF | 133,455 CHF | 100.00% | 100.00% |