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 | 0.52% | 3.74 CHF | 3.76 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 239,839 CHF | 241,100 CHF | 100.00% | 100.00% |
15/05/2024 | 0.53% | 3.83 CHF | 3.85 CHF | 63,000 | 63,000 | 63,345 | 63,345 | 238,266 CHF | 239,536 CHF | 100.00% | 100.00% |
14/05/2024 | 0.54% | 3.72 CHF | 3.74 CHF | 64,000 | 64,000 | 64,197 | 64,197 | 235,376 CHF | 236,661 CHF | 99.98% | 99.98% |
13/05/2024 | 0.53% | 3.71 CHF | 3.73 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 238,486 CHF | 239,761 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 3.86 CHF | 3.88 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 235,776 CHF | 237,000 CHF | 100.00% | 100.00% |
08/05/2024 | 0.54% | 3.68 CHF | 3.70 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 232,229 CHF | 233,485 CHF | 99.25% | 99.25% |
07/05/2024 | 0.55% | 3.64 CHF | 3.66 CHF | 63,000 | 63,000 | 63,068 | 63,068 | 228,076 CHF | 229,339 CHF | 97.36% | 97.36% |
06/05/2024 | 0.56% | 3.62 CHF | 3.64 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 228,112 CHF | 229,385 CHF | 98.53% | 98.53% |
03/05/2024 | 0.57% | 3.54 CHF | 3.56 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 224,532 CHF | 225,813 CHF | 99.97% | 99.97% |
02/05/2024 | 0.58% | 3.46 CHF | 3.48 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 223,504 CHF | 224,799 CHF | 99.99% | 99.99% |