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 | 0.29% | 3.49 CHF | 3.50 CHF | 43,000 | 43,000 | 42,933 | 42,933 | 149,555 CHF | 149,985 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 43,000 | 43,000 | 42,872 | 42,872 | 150,140 CHF | 150,569 CHF | 99.99% | 99.99% |
14/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 148,756 CHF | 149,186 CHF | 100.00% | 100.00% |
13/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 149,370 CHF | 149,800 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 147,879 CHF | 148,309 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 44,000 | 44,000 | 43,991 | 43,991 | 143,963 CHF | 144,403 CHF | 99.08% | 99.08% |
07/05/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 143,237 CHF | 143,680 CHF | 99.88% | 99.88% |
06/05/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 140,610 CHF | 141,061 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 45,000 | 45,000 | 45,124 | 45,124 | 140,011 CHF | 140,462 CHF | 99.99% | 99.99% |
02/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 139,808 CHF | 140,264 CHF | 99.98% | 99.98% |