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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 59,000 | 59,000 | 59,367 | 59,367 | 189,800 CHF | 190,393 CHF | 100.00% | 100.00% |
23/05/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 59,000 | 59,000 | 59,316 | 59,316 | 188,136 CHF | 188,731 CHF | 100.00% | 100.00% |
22/05/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 186,998 CHF | 187,598 CHF | 100.00% | 100.00% |
21/05/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 60,000 | 60,000 | 59,941 | 59,941 | 185,993 CHF | 186,593 CHF | 99.73% | 99.73% |
17/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 60,000 | 60,000 | 60,439 | 60,439 | 182,899 CHF | 183,503 CHF | 99.33% | 99.33% |
16/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 61,000 | 61,000 | 60,947 | 60,947 | 180,095 CHF | 180,705 CHF | 99.99% | 99.99% |
15/05/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 61,000 | 61,000 | 61,461 | 61,461 | 177,667 CHF | 178,283 CHF | 100.00% | 100.00% |
14/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 62,000 | 62,000 | 61,982 | 61,982 | 177,364 CHF | 177,984 CHF | 99.98% | 99.98% |
13/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 61,000 | 61,000 | 61,065 | 61,065 | 178,944 CHF | 179,554 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 62,000 | 62,000 | 61,672 | 61,672 | 178,156 CHF | 178,773 CHF | 100.00% | 100.00% |