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 | 0.60% | 3.31 CHF | 3.33 CHF | 16,000 | 16,000 | 16,416 | 16,416 | 54,946 CHF | 55,275 CHF | 98.92% | 98.92% |
22/05/2024 | 0.57% | 3.48 CHF | 3.50 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 59,893 CHF | 60,230 CHF | 100.00% | 100.00% |
21/05/2024 | 0.54% | 3.71 CHF | 3.73 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 63,130 CHF | 63,467 CHF | 99.59% | 99.59% |
17/05/2024 | 0.53% | 3.87 CHF | 3.89 CHF | 17,000 | 17,000 | 16,892 | 16,892 | 64,527 CHF | 64,865 CHF | 100.00% | 100.00% |
16/05/2024 | 0.50% | 3.96 CHF | 3.98 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 71,443 CHF | 71,800 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 4.03 CHF | 4.05 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 71,843 CHF | 72,200 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 4.03 CHF | 4.05 CHF | 18,000 | 18,000 | 17,917 | 17,917 | 74,464 CHF | 74,822 CHF | 98.83% | 98.83% |
13/05/2024 | 0.46% | 4.31 CHF | 4.33 CHF | 18,000 | 18,000 | 18,654 | 18,654 | 82,134 CHF | 82,508 CHF | 99.84% | 99.84% |
10/05/2024 | 0.46% | 4.40 CHF | 4.42 CHF | 19,000 | 19,000 | 18,402 | 18,402 | 80,804 CHF | 81,172 CHF | 99.37% | 99.37% |
08/05/2024 | - | 4.42 CHF | - CHF | 950 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |