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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.28% | 3.83 CHF | 3.84 CHF | 140,000 | 140,000 | 61,297 | 61,297 | 227,261 CHF | 227,876 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 3.57 CHF | 3.58 CHF | 144,000 | 144,000 | 63,955 | 63,955 | 224,681 CHF | 225,322 CHF | 100.00% | 100.00% |
13/05/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 144,000 | 144,000 | 62,896 | 62,896 | 225,357 CHF | 225,987 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 146,000 | 146,000 | 62,594 | 62,594 | 227,955 CHF | 228,582 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 144,000 | 144,000 | 61,688 | 61,688 | 226,634 CHF | 227,252 CHF | 98.99% | 98.99% |
07/05/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 140,000 | 140,000 | 61,346 | 61,346 | 229,107 CHF | 229,722 CHF | 99.67% | 99.67% |
06/05/2024 | 0.28% | 3.72 CHF | 3.73 CHF | 142,000 | 142,000 | 61,410 | 61,410 | 225,454 CHF | 226,070 CHF | 99.99% | 99.99% |
03/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 150,000 | 150,000 | 65,538 | 65,538 | 220,606 CHF | 221,262 CHF | 99.93% | 99.93% |
02/05/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 152,000 | 152,000 | 65,144 | 65,144 | 212,805 CHF | 213,457 CHF | 99.98% | 99.98% |
30/04/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 136,000 | 136,000 | 58,964 | 58,964 | 236,637 CHF | 237,228 CHF | 99.98% | 99.98% |