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 | 0.32% | 3.34 CHF | 3.35 CHF | 140,000 | 140,000 | 61,295 | 61,295 | 197,219 CHF | 197,834 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 3.08 CHF | 3.09 CHF | 144,000 | 144,000 | 63,956 | 63,956 | 193,274 CHF | 193,915 CHF | 100.00% | 100.00% |
13/05/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 144,000 | 144,000 | 62,896 | 62,896 | 194,525 CHF | 195,155 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 146,000 | 146,000 | 62,593 | 62,593 | 197,240 CHF | 197,867 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 144,000 | 144,000 | 61,688 | 61,688 | 196,352 CHF | 196,970 CHF | 98.98% | 98.98% |
07/05/2024 | 0.32% | 3.30 CHF | 3.31 CHF | 140,000 | 140,000 | 61,347 | 61,347 | 199,035 CHF | 199,650 CHF | 99.67% | 99.67% |
06/05/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 142,000 | 142,000 | 61,421 | 61,421 | 195,454 CHF | 196,069 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 150,000 | 150,000 | 65,529 | 65,529 | 188,549 CHF | 189,206 CHF | 99.92% | 99.92% |
02/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 152,000 | 152,000 | 65,136 | 65,136 | 180,701 CHF | 181,353 CHF | 99.98% | 99.98% |
30/04/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 136,000 | 136,000 | 58,962 | 58,962 | 207,559 CHF | 208,150 CHF | 99.98% | 99.98% |