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 | 0.21% | 4.80 CHF | 4.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 48,242 CHF | 48,342 CHF | 99.76% | 99.76% |
15/05/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 45,814 CHF | 45,914 CHF | 100.00% | 100.00% |
14/05/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 44,356 CHF | 44,456 CHF | 100.00% | 100.00% |
13/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 43,780 CHF | 43,880 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 44,112 CHF | 44,212 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 43,978 CHF | 44,078 CHF | 100.00% | 100.00% |
07/05/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,386 CHF | 42,486 CHF | 99.75% | 99.75% |
06/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,055 CHF | 42,155 CHF | 99.51% | 99.51% |
03/05/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 10,000 | 10,000 | 10,000 | 9,998 | 41,698 CHF | 41,791 CHF | 99.72% | 99.72% |
02/05/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 44,068 CHF | 44,168 CHF | 100.00% | 100.00% |