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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.25% | 44.05 CHF | 44.16 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 177,679 CHF | 178,124 CHF | 100.00% | 100.00% |
16/05/2024 | 0.26% | 42.53 CHF | 42.64 CHF | 4,000 | 4,000 | 3,965 | 3,965 | 171,053 CHF | 171,504 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 44.48 CHF | 44.59 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 177,303 CHF | 177,727 CHF | 100.00% | 100.00% |
14/05/2024 | 0.24% | 44.73 CHF | 44.83 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 175,029 CHF | 175,443 CHF | 100.00% | 100.00% |
13/05/2024 | 0.23% | 43.24 CHF | 43.35 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 172,348 CHF | 172,752 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 42.33 CHF | 42.43 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 165,763 CHF | 166,144 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 39.31 CHF | 39.41 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 157,152 CHF | 157,524 CHF | 100.00% | 100.00% |
07/05/2024 | 0.24% | 38.02 CHF | 38.11 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 185,545 CHF | 185,983 CHF | 100.00% | 100.00% |
06/05/2024 | 0.24% | 35.31 CHF | 35.39 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 179,877 CHF | 180,313 CHF | 100.00% | 100.00% |
03/05/2024 | 0.25% | 35.15 CHF | 35.24 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 144,416 CHF | 144,776 CHF | 100.00% | 100.00% |