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 | 0.24% | 4.42 CHF | 4.43 CHF | 132,000 | 132,000 | 59,074 | 59,074 | 249,340 CHF | 249,933 CHF | 99.99% | 99.99% |
15/05/2024 | 0.26% | 4.03 CHF | 4.04 CHF | 140,000 | 140,000 | 61,301 | 61,301 | 239,426 CHF | 240,041 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 3.77 CHF | 3.78 CHF | 144,000 | 144,000 | 63,959 | 63,959 | 237,402 CHF | 238,043 CHF | 100.00% | 100.00% |
13/05/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 144,000 | 144,000 | 62,893 | 62,893 | 237,864 CHF | 238,494 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 146,000 | 146,000 | 62,594 | 62,594 | 240,373 CHF | 241,000 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 144,000 | 144,000 | 61,683 | 61,683 | 238,895 CHF | 239,513 CHF | 98.98% | 98.98% |
07/05/2024 | 0.26% | 3.99 CHF | 4.00 CHF | 140,000 | 140,000 | 61,346 | 61,346 | 241,281 CHF | 241,896 CHF | 99.67% | 99.67% |
06/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 142,000 | 142,000 | 61,419 | 61,419 | 237,666 CHF | 238,281 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 3.57 CHF | 3.58 CHF | 150,000 | 150,000 | 65,544 | 65,544 | 233,634 CHF | 234,290 CHF | 99.94% | 99.94% |
02/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 152,000 | 152,000 | 65,138 | 65,138 | 225,772 CHF | 226,424 CHF | 99.98% | 99.98% |