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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 8,500 | 8,500 | 8,419 | 8,419 | 36,510 CHF | 36,594 CHF | 99.27% | 99.27% |
22/05/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 8,500 | 8,500 | 8,418 | 8,418 | 35,600 CHF | 35,684 CHF | 97.67% | 100.00% |
21/05/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 35,675 CHF | 35,760 CHF | 99.62% | 99.62% |
17/05/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 8,500 | 8,500 | 8,421 | 8,421 | 35,903 CHF | 35,987 CHF | 100.00% | 100.00% |
16/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 36,827 CHF | 36,911 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 4.36 CHF | 4.37 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 35,833 CHF | 35,917 CHF | 99.65% | 99.65% |
14/05/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 8,500 | 8,500 | 8,414 | 8,414 | 33,912 CHF | 33,996 CHF | 99.34% | 99.34% |
13/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 34,290 CHF | 34,374 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 8,500 | 8,500 | 8,435 | 8,435 | 34,360 CHF | 34,444 CHF | 93.36% | 99.47% |
08/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 8,500 | 8,500 | 8,486 | 8,486 | 34,408 CHF | 34,493 CHF | 99.41% | 99.41% |