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 | 0.56% | 3.75 CHF | 3.77 CHF | 180,000 | 180,000 | 177,787 | 177,787 | 653,670 CHF | 657,256 CHF | 100.00% | 100.00% |
15/05/2024 | 0.60% | 3.61 CHF | 3.63 CHF | 190,000 | 190,000 | 187,594 | 187,594 | 646,571 CHF | 650,357 CHF | 100.00% | 100.00% |
14/05/2024 | 0.62% | 3.33 CHF | 3.35 CHF | 190,000 | 190,000 | 187,918 | 187,918 | 624,429 CHF | 628,216 CHF | 99.72% | 99.72% |
13/05/2024 | 0.60% | 3.40 CHF | 3.42 CHF | 190,000 | 190,000 | 187,921 | 187,921 | 646,298 CHF | 650,084 CHF | 100.00% | 100.00% |
10/05/2024 | 0.60% | 3.37 CHF | 3.39 CHF | 190,000 | 190,000 | 187,922 | 187,922 | 638,136 CHF | 641,922 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 2.94 CHF | 2.96 CHF | 190,000 | 190,000 | 187,914 | 187,914 | 542,223 CHF | 546,009 CHF | 99.67% | 99.67% |
07/05/2024 | 0.70% | 2.94 CHF | 2.96 CHF | 190,000 | 190,000 | 187,839 | 187,839 | 552,888 CHF | 556,674 CHF | 100.00% | 100.00% |
06/05/2024 | 0.72% | 2.81 CHF | 2.83 CHF | 190,000 | 190,000 | 187,921 | 187,921 | 535,989 CHF | 539,776 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 2.66 CHF | 2.68 CHF | 200,000 | 200,000 | 197,784 | 197,784 | 528,188 CHF | 532,174 CHF | 98.97% | 98.97% |
02/05/2024 | 0.89% | 2.35 CHF | 2.37 CHF | 200,000 | 200,000 | 197,793 | 197,793 | 453,117 CHF | 457,102 CHF | 99.28% | 99.28% |