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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.58% | 3.30 CHF | 3.32 CHF | 135,000 | 135,000 | 134,946 | 134,946 | 461,769 CHF | 464,469 CHF | 99.99% | 99.99% |
22/05/2024 | 0.59% | 3.50 CHF | 3.52 CHF | 129,400 | 129,400 | 129,400 | 129,400 | 440,547 CHF | 443,135 CHF | 100.00% | 100.00% |
21/05/2024 | 0.57% | 3.58 CHF | 3.60 CHF | 126,200 | 126,200 | 126,113 | 126,113 | 440,224 CHF | 442,748 CHF | 100.00% | 100.00% |
17/05/2024 | 0.56% | 3.59 CHF | 3.61 CHF | 128,900 | 128,900 | 128,900 | 128,900 | 461,651 CHF | 464,229 CHF | 100.00% | 100.00% |
16/05/2024 | 0.58% | 3.49 CHF | 3.51 CHF | 131,700 | 131,700 | 131,617 | 131,617 | 457,052 CHF | 459,686 CHF | 100.00% | 100.00% |
15/05/2024 | 0.60% | 3.35 CHF | 3.37 CHF | 134,300 | 134,300 | 133,947 | 133,947 | 444,838 CHF | 447,524 CHF | 100.00% | 100.00% |
14/05/2024 | 0.58% | 3.34 CHF | 3.36 CHF | 129,400 | 129,400 | 129,386 | 129,386 | 448,965 CHF | 451,553 CHF | 100.00% | 100.00% |
13/05/2024 | 0.58% | 3.50 CHF | 3.52 CHF | 134,500 | 134,500 | 134,500 | 134,500 | 464,185 CHF | 466,875 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 3.52 CHF | 3.54 CHF | 129,400 | 129,400 | 129,400 | 129,400 | 469,271 CHF | 471,859 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 3.43 CHF | 3.45 CHF | 133,800 | 133,800 | 133,787 | 133,787 | 436,391 CHF | 439,067 CHF | 99.29% | 99.29% |