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 | 0.51% | 3.96 CHF | 3.98 CHF | 20,500 | 20,500 | 20,353 | 20,353 | 80,605 CHF | 81,012 CHF | 100.00% | 100.00% |
15/05/2024 | 0.51% | 3.97 CHF | 3.99 CHF | 20,500 | 20,500 | 21,109 | 21,109 | 83,937 CHF | 84,360 CHF | 100.00% | 100.00% |
14/05/2024 | 0.51% | 3.98 CHF | 4.00 CHF | 21,500 | 21,500 | 21,376 | 21,376 | 85,187 CHF | 85,615 CHF | 99.43% | 99.43% |
13/05/2024 | 0.50% | 3.97 CHF | 3.99 CHF | 21,000 | 21,000 | 21,364 | 21,364 | 85,194 CHF | 85,621 CHF | 99.69% | 99.69% |
10/05/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 22,500 | 22,500 | 22,445 | 22,445 | 89,970 CHF | 90,419 CHF | 99.89% | 99.89% |
08/05/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 23,000 | 23,000 | 23,034 | 23,034 | 92,556 CHF | 93,017 CHF | 95.46% | 99.54% |
07/05/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 23,000 | 23,000 | 22,808 | 22,808 | 91,588 CHF | 92,044 CHF | 100.00% | 100.00% |
06/05/2024 | 0.26% | 4.05 CHF | 4.06 CHF | 24,500 | 24,500 | 24,410 | 24,410 | 98,983 CHF | 99,236 CHF | 98.60% | 98.60% |
03/05/2024 | 0.37% | 4.03 CHF | 4.05 CHF | 24,000 | 24,000 | 24,057 | 24,057 | 97,278 CHF | 97,635 CHF | 98.88% | 98.88% |
02/05/2024 | 0.35% | 4.03 CHF | 4.05 CHF | 24,000 | 24,000 | 24,213 | 24,213 | 97,979 CHF | 98,319 CHF | 99.57% | 99.57% |