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 | 0.30% | 3.75 CHF | 3.76 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 166,723 CHF | 167,206 CHF | 99.66% | 99.66% |
15/05/2024 | 0.31% | 3.62 CHF | 3.63 CHF | 100,000 | 100,000 | 45,207 | 45,207 | 162,670 CHF | 163,153 CHF | 99.65% | 99.65% |
14/05/2024 | 0.31% | 3.55 CHF | 3.56 CHF | 100,000 | 100,000 | 45,209 | 45,209 | 159,443 CHF | 159,926 CHF | 99.65% | 99.65% |
13/05/2024 | 0.32% | 3.39 CHF | 3.40 CHF | 100,000 | 100,000 | 45,975 | 45,975 | 154,364 CHF | 154,845 CHF | 94.86% | 94.86% |
10/05/2024 | 0.31% | 3.48 CHF | 3.49 CHF | 100,000 | 100,000 | 44,918 | 44,918 | 157,592 CHF | 158,073 CHF | 98.59% | 98.59% |
08/05/2024 | 0.31% | 3.58 CHF | 3.59 CHF | 100,000 | 100,000 | 45,211 | 45,211 | 161,827 CHF | 162,311 CHF | 99.67% | 99.67% |
07/05/2024 | 0.31% | 3.62 CHF | 3.63 CHF | 100,000 | 100,000 | 45,207 | 45,207 | 159,908 CHF | 160,391 CHF | 99.66% | 99.66% |
06/05/2024 | 0.32% | 3.44 CHF | 3.45 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 155,369 CHF | 155,852 CHF | 99.66% | 99.66% |
03/05/2024 | 0.32% | 3.33 CHF | 3.34 CHF | 100,000 | 100,000 | 45,197 | 45,197 | 153,777 CHF | 154,260 CHF | 99.63% | 99.63% |
02/05/2024 | 0.33% | 3.39 CHF | 3.40 CHF | 100,000 | 100,000 | 45,204 | 45,204 | 152,826 CHF | 153,309 CHF | 99.66% | 99.66% |