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% | 3.92 CHF | 3.93 CHF | 100,000 | 100,000 | 45,208 | 45,208 | 174,649 CHF | 175,132 CHF | 99.66% | 99.66% |
15/05/2024 | 0.29% | 3.80 CHF | 3.81 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 170,595 CHF | 171,078 CHF | 99.65% | 99.65% |
14/05/2024 | 0.30% | 3.73 CHF | 3.74 CHF | 100,000 | 100,000 | 45,212 | 45,212 | 167,402 CHF | 167,885 CHF | 99.66% | 99.66% |
13/05/2024 | 0.30% | 3.57 CHF | 3.58 CHF | 100,000 | 100,000 | 45,974 | 45,974 | 162,431 CHF | 162,912 CHF | 94.86% | 94.86% |
10/05/2024 | 0.30% | 3.66 CHF | 3.67 CHF | 100,000 | 100,000 | 44,919 | 44,919 | 165,478 CHF | 165,959 CHF | 98.59% | 98.59% |
08/05/2024 | 0.29% | 3.75 CHF | 3.76 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 169,758 CHF | 170,241 CHF | 99.65% | 99.65% |
07/05/2024 | 0.30% | 3.79 CHF | 3.80 CHF | 100,000 | 100,000 | 45,208 | 45,208 | 167,844 CHF | 168,327 CHF | 99.65% | 99.65% |
06/05/2024 | 0.30% | 3.61 CHF | 3.62 CHF | 100,000 | 100,000 | 45,205 | 45,205 | 163,279 CHF | 163,762 CHF | 99.66% | 99.66% |
03/05/2024 | 0.31% | 3.50 CHF | 3.51 CHF | 100,000 | 100,000 | 45,194 | 45,194 | 161,677 CHF | 162,160 CHF | 99.63% | 99.63% |
02/05/2024 | 0.31% | 3.56 CHF | 3.57 CHF | 100,000 | 100,000 | 45,204 | 45,204 | 160,796 CHF | 161,279 CHF | 99.66% | 99.66% |