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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.52% | 3.70 CHF | 3.71 CHF | 26,000 | 26,000 | 17,398 | 17,398 | 64,286 CHF | 64,594 CHF | 99.97% | 99.97% |
14/05/2024 | 0.52% | 3.72 CHF | 3.73 CHF | 26,000 | 26,000 | 17,356 | 17,356 | 64,488 CHF | 64,796 CHF | 99.75% | 99.75% |
13/05/2024 | 0.53% | 3.67 CHF | 3.68 CHF | 26,000 | 26,000 | 17,399 | 17,399 | 63,651 CHF | 63,959 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 3.65 CHF | 3.66 CHF | 26,000 | 26,000 | 17,344 | 17,344 | 64,045 CHF | 64,352 CHF | 99.36% | 99.36% |
08/05/2024 | 0.53% | 3.72 CHF | 3.73 CHF | 26,000 | 26,000 | 17,396 | 17,396 | 63,165 CHF | 63,473 CHF | 100.00% | 100.00% |
07/05/2024 | 0.54% | 3.60 CHF | 3.61 CHF | 26,000 | 26,000 | 17,995 | 17,995 | 63,584 CHF | 63,903 CHF | 100.00% | 100.00% |
06/05/2024 | 0.57% | 3.48 CHF | 3.49 CHF | 27,000 | 27,000 | 18,068 | 18,068 | 61,410 CHF | 61,729 CHF | 98.67% | 98.67% |
03/05/2024 | 0.59% | 3.33 CHF | 3.34 CHF | 28,000 | 28,000 | 18,598 | 18,598 | 60,883 CHF | 61,215 CHF | 97.81% | 97.81% |
02/05/2024 | 0.61% | 3.25 CHF | 3.26 CHF | 28,000 | 28,000 | 18,820 | 18,820 | 59,971 CHF | 60,306 CHF | 99.26% | 99.26% |
30/04/2024 | 0.60% | 3.18 CHF | 3.19 CHF | 29,000 | 29,000 | 18,746 | 18,746 | 60,084 CHF | 60,416 CHF | 99.82% | 99.82% |