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 | 0.25% | 4.35 CHF | 4.36 CHF | 132,000 | 132,000 | 59,074 | 59,074 | 245,170 CHF | 245,763 CHF | 99.99% | 99.99% |
15/05/2024 | 0.27% | 3.96 CHF | 3.97 CHF | 140,000 | 140,000 | 61,299 | 61,299 | 235,143 CHF | 235,758 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 144,000 | 144,000 | 63,960 | 63,960 | 232,947 CHF | 233,588 CHF | 99.99% | 99.99% |
13/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 144,000 | 144,000 | 62,894 | 62,894 | 233,482 CHF | 234,112 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 146,000 | 146,000 | 62,593 | 62,593 | 236,001 CHF | 236,628 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 144,000 | 144,000 | 61,686 | 61,686 | 234,590 CHF | 235,208 CHF | 98.98% | 98.98% |
07/05/2024 | 0.27% | 3.92 CHF | 3.93 CHF | 140,000 | 140,000 | 61,347 | 61,347 | 236,993 CHF | 237,608 CHF | 99.67% | 99.67% |
06/05/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 142,000 | 142,000 | 61,408 | 61,408 | 233,341 CHF | 233,956 CHF | 99.99% | 99.99% |
03/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 150,000 | 150,000 | 65,546 | 65,546 | 229,091 CHF | 229,748 CHF | 99.94% | 99.94% |
02/05/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 152,000 | 152,000 | 65,145 | 65,145 | 221,291 CHF | 221,943 CHF | 99.98% | 99.98% |