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% | 4.54 CHF | 4.55 CHF | 29,000 | 29,000 | 28,860 | 28,860 | 131,324 CHF | 131,613 CHF | 100.00% | 100.00% |
15/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 29,000 | 29,000 | 28,630 | 28,630 | 130,232 CHF | 130,519 CHF | 99.39% | 99.39% |
14/05/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 29,000 | 29,000 | 29,154 | 29,154 | 129,050 CHF | 129,342 CHF | 99.98% | 99.98% |
13/05/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 129,514 CHF | 129,813 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 129,185 CHF | 129,484 CHF | 99.99% | 99.99% |
08/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 31,000 | 31,000 | 30,865 | 30,865 | 124,716 CHF | 125,025 CHF | 99.25% | 99.25% |
07/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 31,000 | 31,000 | 31,015 | 31,015 | 124,296 CHF | 124,606 CHF | 98.96% | 98.96% |
06/05/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 32,000 | 32,000 | 31,867 | 31,867 | 124,847 CHF | 125,166 CHF | 99.11% | 99.11% |
03/05/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 121,473 CHF | 121,782 CHF | 99.96% | 99.96% |
02/05/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 121,190 CHF | 121,499 CHF | 100.00% | 100.00% |