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 | 0.23% | 4.40 CHF | 4.41 CHF | 36,000 | 36,000 | 35,658 | 35,658 | 155,893 CHF | 156,250 CHF | 98.84% | 98.84% |
15/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 37,000 | 37,000 | 36,653 | 36,653 | 146,774 CHF | 147,141 CHF | 100.00% | 100.00% |
14/05/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 37,000 | 37,000 | 37,226 | 37,226 | 147,085 CHF | 147,457 CHF | 99.24% | 99.24% |
13/05/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 37,000 | 37,000 | 36,623 | 36,623 | 151,891 CHF | 152,258 CHF | 99.81% | 99.81% |
10/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 36,000 | 36,000 | 36,655 | 36,655 | 153,011 CHF | 153,378 CHF | 99.31% | 99.31% |
08/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 37,000 | 37,000 | 37,071 | 37,071 | 147,056 CHF | 147,427 CHF | 99.42% | 99.42% |
07/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 38,000 | 38,000 | 37,592 | 37,592 | 143,757 CHF | 144,134 CHF | 99.64% | 99.64% |
06/05/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 38,000 | 38,000 | 37,549 | 37,549 | 139,968 CHF | 140,344 CHF | 98.45% | 98.45% |
03/05/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 39,000 | 39,000 | 38,232 | 38,232 | 139,157 CHF | 139,539 CHF | 98.57% | 98.57% |
02/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 39,000 | 39,000 | 38,810 | 38,810 | 140,118 CHF | 140,506 CHF | 98.76% | 98.76% |