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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 48,000 | 48,000 | 48,012 | 48,012 | 156,297 CHF | 156,777 CHF | 99.33% | 99.33% |
16/05/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 154,508 CHF | 154,968 CHF | 100.00% | 100.00% |
15/05/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 46,000 | 46,000 | 45,909 | 45,909 | 152,280 CHF | 152,740 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 46,000 | 46,000 | 46,973 | 46,973 | 151,074 CHF | 151,544 CHF | 100.00% | 100.00% |
13/05/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 152,630 CHF | 153,100 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 152,750 CHF | 153,220 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 148,948 CHF | 149,418 CHF | 99.09% | 99.09% |
07/05/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 47,000 | 47,000 | 47,075 | 47,075 | 148,662 CHF | 149,133 CHF | 99.94% | 99.94% |
06/05/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 147,815 CHF | 148,295 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 146,122 CHF | 146,611 CHF | 99.98% | 99.98% |