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 | 0.27% | 3.63 CHF | 3.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 365,898 CHF | 366,898 CHF | 97.68% | 97.68% |
15/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 365,398 CHF | 366,398 CHF | 97.19% | 97.19% |
14/05/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 361,904 CHF | 362,904 CHF | 95.16% | 95.16% |
13/05/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 361,813 CHF | 362,813 CHF | 96.48% | 96.48% |
10/05/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 363,422 CHF | 364,422 CHF | 98.34% | 98.34% |
08/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 348,417 CHF | 349,417 CHF | 98.39% | 98.39% |
07/05/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 336,443 CHF | 337,443 CHF | 98.28% | 98.28% |
06/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 326,225 CHF | 327,225 CHF | 98.83% | 98.83% |
03/05/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 317,959 CHF | 318,959 CHF | 97.60% | 97.60% |
02/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 314,012 CHF | 315,012 CHF | 99.15% | 99.15% |