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 | 0.34% | 2.98 CHF | 2.99 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 71,128 CHF | 71,366 CHF | 100.00% | 100.00% |
15/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 69,590 CHF | 69,828 CHF | 99.91% | 99.91% |
14/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 24,000 | 24,000 | 23,824 | 23,824 | 70,002 CHF | 70,240 CHF | 99.05% | 99.05% |
13/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 26,000 | 26,000 | 25,756 | 25,756 | 59,316 CHF | 59,574 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 26,000 | 26,000 | 25,778 | 25,778 | 57,436 CHF | 57,694 CHF | 99.52% | 99.52% |
08/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 26,000 | 26,000 | 25,925 | 25,925 | 57,155 CHF | 57,415 CHF | 99.55% | 99.55% |
07/05/2024 | 0.47% | 2.21 CHF | 2.22 CHF | 26,000 | 26,000 | 26,187 | 26,187 | 55,743 CHF | 56,005 CHF | 99.78% | 99.78% |
06/05/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 26,000 | 26,000 | 25,869 | 25,869 | 54,968 CHF | 55,227 CHF | 96.48% | 98.49% |
03/05/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 27,000 | 27,000 | 26,878 | 26,878 | 55,169 CHF | 55,438 CHF | 97.38% | 98.03% |
02/05/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 27,000 | 27,000 | 26,881 | 26,881 | 54,587 CHF | 54,856 CHF | 98.81% | 98.81% |