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 | 0.24% | 4.27 CHF | 4.28 CHF | 37,000 | 37,000 | 36,972 | 36,972 | 156,033 CHF | 156,403 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 37,000 | 37,000 | 36,924 | 36,924 | 155,073 CHF | 155,443 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 4.20 CHF | 4.21 CHF | 37,000 | 37,000 | 37,596 | 37,596 | 153,079 CHF | 153,455 CHF | 99.98% | 99.98% |
13/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 38,000 | 38,000 | 38,995 | 38,995 | 149,148 CHF | 149,538 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 149,814 CHF | 150,204 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 149,589 CHF | 149,979 CHF | 99.06% | 99.06% |
07/05/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 39,000 | 39,000 | 39,496 | 39,496 | 147,175 CHF | 147,570 CHF | 99.60% | 99.60% |
06/05/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 40,000 | 40,000 | 39,989 | 39,989 | 146,937 CHF | 147,337 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 41,000 | 41,000 | 40,707 | 40,707 | 143,535 CHF | 143,942 CHF | 99.98% | 99.98% |
02/05/2024 | 0.29% | 3.59 CHF | 3.60 CHF | 40,000 | 40,000 | 40,829 | 40,829 | 143,013 CHF | 143,421 CHF | 99.99% | 99.99% |