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 | 0.88% | 3.33 CHF | 3.36 CHF | 40,000 | 40,000 | 39,951 | 39,951 | 136,312 CHF | 137,512 CHF | 100.00% | 100.00% |
15/05/2024 | 0.96% | 3.22 CHF | 3.25 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 124,854 CHF | 126,054 CHF | 100.00% | 100.00% |
14/05/2024 | 0.97% | 3.13 CHF | 3.16 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 123,416 CHF | 124,616 CHF | 99.81% | 99.81% |
13/05/2024 | 1.00% | 3.00 CHF | 3.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 119,121 CHF | 120,321 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 3.05 CHF | 3.08 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 124,622 CHF | 125,822 CHF | 100.00% | 100.00% |
08/05/2024 | 0.96% | 3.12 CHF | 3.15 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 124,185 CHF | 125,385 CHF | 99.77% | 99.77% |
07/05/2024 | 0.88% | 3.38 CHF | 3.41 CHF | 40,000 | 40,000 | 39,974 | 39,974 | 136,597 CHF | 137,797 CHF | 98.43% | 98.43% |
06/05/2024 | 0.89% | 3.43 CHF | 3.46 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 134,329 CHF | 135,529 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 3.07 CHF | 3.10 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 119,857 CHF | 121,057 CHF | 99.88% | 99.88% |
02/05/2024 | 0.97% | 2.99 CHF | 3.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 122,730 CHF | 123,930 CHF | 99.69% | 99.69% |