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 | 0.61% | 3.25 CHF | 3.27 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 58,801 CHF | 59,158 CHF | 100.00% | 100.00% |
15/05/2024 | 0.61% | 3.32 CHF | 3.34 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 59,183 CHF | 59,540 CHF | 100.00% | 100.00% |
14/05/2024 | 0.58% | 3.32 CHF | 3.34 CHF | 18,000 | 18,000 | 17,917 | 17,917 | 61,741 CHF | 62,100 CHF | 98.83% | 98.83% |
13/05/2024 | 0.55% | 3.60 CHF | 3.62 CHF | 18,000 | 18,000 | 18,653 | 18,653 | 68,886 CHF | 69,260 CHF | 99.84% | 99.84% |
10/05/2024 | 0.55% | 3.69 CHF | 3.71 CHF | 19,000 | 19,000 | 18,391 | 18,391 | 67,698 CHF | 68,066 CHF | 99.46% | 99.46% |
08/05/2024 | - | 3.71 CHF | - CHF | 950 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/05/2024 | 0.53% | 3.73 CHF | 3.75 CHF | 19,000 | 19,000 | 18,795 | 18,795 | 71,386 CHF | 71,762 CHF | 99.80% | 99.80% |
06/05/2024 | 0.52% | 3.81 CHF | 3.83 CHF | 19,000 | 19,000 | 18,797 | 18,797 | 72,376 CHF | 72,752 CHF | 98.44% | 98.44% |
03/05/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 19,000 | 19,000 | 18,914 | 18,914 | 75,689 CHF | 76,067 CHF | 96.64% | 96.64% |
02/05/2024 | 0.50% | 3.94 CHF | 3.96 CHF | 19,000 | 19,000 | 18,973 | 18,973 | 76,405 CHF | 76,784 CHF | 99.18% | 99.18% |