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 | 0.28% | 3.64 CHF | 3.65 CHF | 43,000 | 43,000 | 42,872 | 42,872 | 155,690 CHF | 156,120 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 154,270 CHF | 154,700 CHF | 100.00% | 100.00% |
13/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 154,917 CHF | 155,347 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 153,369 CHF | 153,799 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 44,000 | 44,000 | 43,991 | 43,991 | 149,636 CHF | 150,076 CHF | 99.08% | 99.08% |
07/05/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 148,898 CHF | 149,341 CHF | 99.88% | 99.88% |
06/05/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 146,361 CHF | 146,812 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 145,783 CHF | 146,234 CHF | 99.97% | 99.97% |
02/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 145,641 CHF | 146,097 CHF | 100.00% | 100.00% |
30/04/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 45,000 | 45,000 | 44,982 | 44,982 | 145,886 CHF | 146,336 CHF | 100.00% | 100.00% |