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 | 0.22% | 4.60 CHF | 4.61 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 298,717 CHF | 299,367 CHF | 60.10% | 99.99% |
15/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 297,307 CHF | 297,950 CHF | 100.00% | 100.00% |
14/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 65,000 | 65,000 | 64,696 | 64,696 | 297,977 CHF | 298,624 CHF | 98.78% | 98.78% |
13/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 298,411 CHF | 299,056 CHF | 99.76% | 99.76% |
10/05/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 296,275 CHF | 296,919 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 293,292 CHF | 293,936 CHF | 100.00% | 100.00% |
07/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 65,000 | 65,000 | 64,391 | 64,389 | 292,502 CHF | 293,142 CHF | 100.00% | 100.00% |
06/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 65,000 | 65,000 | 64,197 | 64,197 | 291,632 CHF | 292,275 CHF | 98.86% | 98.86% |
03/05/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 65,000 | 65,000 | 64,875 | 64,707 | 293,437 CHF | 293,323 CHF | 98.56% | 98.56% |
02/05/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 65,000 | 65,000 | 64,390 | 64,389 | 290,256 CHF | 290,897 CHF | 99.86% | 99.86% |