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 | 0.75% | 3.91 CHF | 3.94 CHF | 40,000 | 40,000 | 39,952 | 39,952 | 159,340 CHF | 160,540 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 3.79 CHF | 3.82 CHF | 40,000 | 40,000 | 39,929 | 39,929 | 147,691 CHF | 148,891 CHF | 100.00% | 100.00% |
14/05/2024 | 0.82% | 3.70 CHF | 3.73 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 146,234 CHF | 147,434 CHF | 99.80% | 99.80% |
13/05/2024 | 0.84% | 3.57 CHF | 3.60 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 141,891 CHF | 143,091 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 3.62 CHF | 3.65 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 147,415 CHF | 148,615 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 3.69 CHF | 3.72 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 146,988 CHF | 148,188 CHF | 99.77% | 99.77% |
07/05/2024 | 0.75% | 3.96 CHF | 3.99 CHF | 40,000 | 40,000 | 39,975 | 39,975 | 159,499 CHF | 160,699 CHF | 98.43% | 98.43% |
06/05/2024 | 0.76% | 4.00 CHF | 4.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 157,127 CHF | 158,327 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 3.64 CHF | 3.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 142,512 CHF | 143,712 CHF | 99.88% | 99.88% |
02/05/2024 | 0.82% | 3.56 CHF | 3.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 145,337 CHF | 146,537 CHF | 99.61% | 99.61% |