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 | 0.80% | 3.78 CHF | 3.81 CHF | 24,000 | 24,000 | 23,984 | 23,984 | 90,222 CHF | 90,942 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 3.88 CHF | 3.91 CHF | 24,000 | 24,000 | 24,757 | 24,757 | 99,116 CHF | 99,860 CHF | 100.00% | 100.00% |
14/05/2024 | 0.72% | 4.12 CHF | 4.15 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 103,698 CHF | 104,448 CHF | 99.98% | 99.98% |
13/05/2024 | 0.71% | 4.17 CHF | 4.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,164 CHF | 105,914 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 4.28 CHF | 4.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,492 CHF | 105,242 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 4.09 CHF | 4.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,917 CHF | 105,667 CHF | 99.06% | 99.06% |
07/05/2024 | 0.69% | 4.29 CHF | 4.32 CHF | 25,000 | 25,000 | 25,265 | 25,265 | 110,008 CHF | 110,767 CHF | 99.60% | 99.60% |
06/05/2024 | 0.68% | 4.42 CHF | 4.45 CHF | 26,000 | 26,000 | 25,665 | 25,665 | 112,735 CHF | 113,505 CHF | 100.00% | 100.00% |
03/05/2024 | 0.68% | 4.48 CHF | 4.51 CHF | 26,000 | 26,000 | 25,830 | 25,830 | 114,423 CHF | 115,198 CHF | 99.93% | 99.93% |
02/05/2024 | 0.71% | 4.27 CHF | 4.30 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 104,903 CHF | 105,652 CHF | 99.99% | 99.99% |