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 | 0.26% | 3.91 CHF | 3.92 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 77,954 CHF | 97,692 CHF | 99.26% | 99.26% |
15/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 74,336 CHF | 93,170 CHF | 99.39% | 99.39% |
14/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 73,102 CHF | 91,627 CHF | 99.16% | 99.16% |
13/05/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 75,671 CHF | 94,839 CHF | 99.38% | 99.38% |
10/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 76,990 CHF | 96,487 CHF | 96.01% | 96.01% |
08/05/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 65,815 CHF | 82,519 CHF | 99.39% | 99.39% |
07/05/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 58,842 CHF | 73,802 CHF | 99.24% | 99.24% |
06/05/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 56,054 CHF | 70,317 CHF | 99.22% | 99.22% |
03/05/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 54,570 CHF | 68,463 CHF | 99.39% | 99.39% |
02/05/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 57,678 CHF | 72,347 CHF | 99.39% | 99.39% |