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 | 0.29% | 3.46 CHF | 3.47 CHF | 69,000 | 69,000 | 68,129 | 68,129 | 234,507 CHF | 235,189 CHF | 100.00% | 100.00% |
15/05/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 69,000 | 69,000 | 68,810 | 68,810 | 231,830 CHF | 232,519 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 69,000 | 69,000 | 67,416 | 67,416 | 232,449 CHF | 233,124 CHF | 97.13% | 97.13% |
13/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 68,000 | 68,000 | 67,340 | 67,340 | 231,500 CHF | 232,174 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 68,000 | 68,000 | 66,379 | 66,379 | 234,064 CHF | 234,728 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 68,000 | 68,000 | 68,203 | 68,203 | 228,024 CHF | 228,706 CHF | 100.00% | 100.00% |
07/05/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 69,000 | 69,000 | 67,616 | 67,616 | 229,958 CHF | 230,635 CHF | 100.00% | 100.00% |
06/05/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 232,019 CHF | 232,693 CHF | 99.70% | 99.70% |
03/05/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 68,000 | 68,000 | 66,967 | 66,967 | 232,144 CHF | 232,814 CHF | 98.76% | 98.76% |
02/05/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 68,000 | 68,000 | 66,360 | 66,360 | 233,945 CHF | 234,609 CHF | 99.78% | 99.78% |