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 | 0.30% | 3.35 CHF | 3.36 CHF | 62,600 | 62,600 | 62,550 | 62,550 | 207,141 CHF | 207,767 CHF | 100.00% | 100.00% |
15/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 62,400 | 62,400 | 62,297 | 62,297 | 200,944 CHF | 201,568 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 61,000 | 61,000 | 61,511 | 61,511 | 200,956 CHF | 201,571 CHF | 99.69% | 99.69% |
13/05/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 59,300 | 59,300 | 59,300 | 59,300 | 196,903 CHF | 197,496 CHF | 99.50% | 99.50% |
10/05/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 53,600 | 53,600 | 54,222 | 54,222 | 187,992 CHF | 188,534 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 52,700 | 52,700 | 52,700 | 52,700 | 193,416 CHF | 193,943 CHF | 98.93% | 98.93% |
07/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 48,300 | 48,300 | 48,390 | 48,390 | 188,854 CHF | 189,338 CHF | 99.41% | 99.41% |
06/05/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 48,500 | 48,500 | 48,447 | 48,447 | 195,588 CHF | 196,072 CHF | 100.00% | 100.00% |
03/05/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 51,000 | 51,000 | 50,978 | 50,978 | 205,768 CHF | 206,277 CHF | 99.98% | 99.98% |
02/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 51,000 | 51,000 | 51,150 | 51,150 | 201,990 CHF | 202,502 CHF | 98.57% | 98.57% |