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 | 0.40% | 33.75 CHF | 33.80 CHF | 8,000 | 8,000 | 5,354 | 5,354 | 181,682 CHF | 182,340 CHF | 99.99% | 99.99% |
15/05/2024 | 0.41% | 33.55 CHF | 33.60 CHF | 8,000 | 8,000 | 5,401 | 5,401 | 180,714 CHF | 181,379 CHF | 99.98% | 99.98% |
14/05/2024 | 0.41% | 33.45 CHF | 33.50 CHF | 8,000 | 8,000 | 5,993 | 5,993 | 197,992 CHF | 198,730 CHF | 99.81% | 99.81% |
13/05/2024 | 0.40% | 33.10 CHF | 33.15 CHF | 9,000 | 9,000 | 5,527 | 5,527 | 185,278 CHF | 185,945 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 33.50 CHF | 33.55 CHF | 8,000 | 8,000 | 5,342 | 5,342 | 181,085 CHF | 181,740 CHF | 99.66% | 99.66% |
08/05/2024 | 0.41% | 33.85 CHF | 33.90 CHF | 8,000 | 8,000 | 5,603 | 5,603 | 186,960 CHF | 187,658 CHF | 99.94% | 99.94% |
07/05/2024 | 0.41% | 33.15 CHF | 33.20 CHF | 9,000 | 9,000 | 6,024 | 6,024 | 197,923 CHF | 198,663 CHF | 99.67% | 99.67% |
06/05/2024 | 0.42% | 32.30 CHF | 32.35 CHF | 9,000 | 9,000 | 6,023 | 6,023 | 192,698 CHF | 193,438 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 31.50 CHF | 31.55 CHF | 9,000 | 9,000 | 5,981 | 5,981 | 185,357 CHF | 186,103 CHF | 96.56% | 96.56% |
02/05/2024 | 0.44% | 30.75 CHF | 30.80 CHF | 9,000 | 9,000 | 5,986 | 5,986 | 184,530 CHF | 185,270 CHF | 99.06% | 99.06% |