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 | 0.31% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 317,018 CHF | 318,018 CHF | 97.68% | 97.68% |
15/05/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 316,533 CHF | 317,533 CHF | 97.22% | 97.22% |
14/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 313,160 CHF | 314,160 CHF | 95.19% | 95.19% |
13/05/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 313,148 CHF | 314,148 CHF | 96.51% | 96.51% |
10/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 314,810 CHF | 315,810 CHF | 98.43% | 98.43% |
08/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 299,844 CHF | 300,844 CHF | 98.40% | 98.40% |
07/05/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 287,888 CHF | 288,888 CHF | 98.28% | 98.28% |
06/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 277,761 CHF | 278,761 CHF | 98.81% | 98.81% |
03/05/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 269,491 CHF | 270,491 CHF | 97.70% | 97.70% |
02/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 265,471 CHF | 266,471 CHF | 99.19% | 99.19% |