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 | 0.31% | 3.25 CHF | 3.26 CHF | 43,000 | 43,000 | 42,933 | 42,933 | 139,515 CHF | 139,945 CHF | 100.00% | 100.00% |
15/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 43,000 | 43,000 | 42,881 | 42,881 | 140,174 CHF | 140,603 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 138,731 CHF | 139,161 CHF | 100.00% | 100.00% |
13/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 139,407 CHF | 139,837 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 137,860 CHF | 138,290 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 133,783 CHF | 134,223 CHF | 99.09% | 99.09% |
07/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 133,000 CHF | 133,442 CHF | 99.88% | 99.88% |
06/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 130,133 CHF | 130,584 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 129,590 CHF | 130,041 CHF | 99.96% | 99.96% |
02/05/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 129,263 CHF | 129,719 CHF | 100.00% | 100.00% |