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 | 0.27% | 4.07 CHF | 4.08 CHF | 132,000 | 132,000 | 59,074 | 59,074 | 228,707 CHF | 229,300 CHF | 99.99% | 99.99% |
15/05/2024 | 0.29% | 3.68 CHF | 3.69 CHF | 140,000 | 140,000 | 61,299 | 61,299 | 218,026 CHF | 218,641 CHF | 100.00% | 100.00% |
14/05/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 144,000 | 144,000 | 63,951 | 63,951 | 215,020 CHF | 215,661 CHF | 99.98% | 99.98% |
13/05/2024 | 0.30% | 3.47 CHF | 3.48 CHF | 144,000 | 144,000 | 62,896 | 62,896 | 215,902 CHF | 216,532 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 146,000 | 146,000 | 62,594 | 62,594 | 218,526 CHF | 219,153 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 144,000 | 144,000 | 61,688 | 61,688 | 217,332 CHF | 217,950 CHF | 98.99% | 98.99% |
07/05/2024 | 0.29% | 3.64 CHF | 3.65 CHF | 140,000 | 140,000 | 61,342 | 61,342 | 219,847 CHF | 220,462 CHF | 99.67% | 99.67% |
06/05/2024 | 0.29% | 3.57 CHF | 3.58 CHF | 142,000 | 142,000 | 61,375 | 61,375 | 216,108 CHF | 216,723 CHF | 99.95% | 99.95% |
03/05/2024 | 0.32% | 3.23 CHF | 3.24 CHF | 150,000 | 150,000 | 65,541 | 65,541 | 210,814 CHF | 211,470 CHF | 99.94% | 99.94% |
02/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 152,000 | 152,000 | 65,155 | 65,155 | 203,038 CHF | 203,690 CHF | 99.99% | 99.99% |