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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.51% | 3.56 CHF | 3.57 CHF | 100,000 | 100,000 | 40,380 | 40,380 | 141,205 CHF | 141,792 CHF | 98.27% | 98.27% |
21/05/2024 | 0.51% | 3.30 CHF | 3.31 CHF | 100,000 | 100,000 | 40,501 | 40,501 | 137,231 CHF | 137,824 CHF | 99.64% | 99.64% |
17/05/2024 | 0.50% | 3.59 CHF | 3.60 CHF | 100,000 | 100,000 | 40,494 | 40,494 | 144,587 CHF | 145,180 CHF | 99.66% | 99.66% |
16/05/2024 | 0.48% | 3.70 CHF | 3.71 CHF | 100,000 | 100,000 | 40,493 | 40,493 | 151,020 CHF | 151,613 CHF | 99.66% | 99.66% |
15/05/2024 | 0.47% | 3.63 CHF | 3.64 CHF | 100,000 | 100,000 | 40,529 | 40,529 | 148,292 CHF | 148,885 CHF | 99.48% | 99.48% |
14/05/2024 | 0.48% | 3.66 CHF | 3.67 CHF | 100,000 | 100,000 | 40,547 | 40,547 | 148,805 CHF | 149,397 CHF | 98.85% | 98.85% |
13/05/2024 | 0.46% | 3.75 CHF | 3.76 CHF | 100,000 | 100,000 | 40,494 | 40,494 | 154,999 CHF | 155,592 CHF | 99.66% | 99.66% |
10/05/2024 | 0.44% | 3.87 CHF | 3.88 CHF | 100,000 | 100,000 | 40,208 | 40,208 | 160,902 CHF | 161,493 CHF | 98.53% | 98.53% |
08/05/2024 | 0.45% | 3.91 CHF | 3.92 CHF | 100,000 | 100,000 | 40,548 | 40,548 | 158,557 CHF | 159,150 CHF | 99.41% | 99.41% |
07/05/2024 | 0.45% | 4.02 CHF | 4.03 CHF | 100,000 | 100,000 | 40,493 | 40,493 | 160,279 CHF | 160,872 CHF | 99.66% | 99.66% |