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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.34% | 4.69 CHF | 4.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 941,524 CHF | 944,773 CHF | 96.83% | 96.83% |
21/05/2024 | 0.33% | 4.79 CHF | 4.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 960,621 CHF | 963,796 CHF | 99.64% | 99.64% |
17/05/2024 | 0.33% | 4.85 CHF | 4.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 965,228 CHF | 968,431 CHF | 99.35% | 99.35% |
16/05/2024 | 0.34% | 4.68 CHF | 4.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 938,946 CHF | 942,148 CHF | 99.26% | 99.26% |
15/05/2024 | 0.35% | 4.59 CHF | 4.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 894,728 CHF | 897,887 CHF | 98.86% | 98.86% |
14/05/2024 | 0.38% | 4.37 CHF | 4.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 858,434 CHF | 861,671 CHF | 99.39% | 99.39% |
13/05/2024 | 0.37% | 4.29 CHF | 4.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 858,889 CHF | 862,066 CHF | 98.92% | 98.92% |
10/05/2024 | 0.37% | 4.24 CHF | 4.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 841,253 CHF | 844,404 CHF | 99.99% | 99.99% |
08/05/2024 | 0.40% | 3.93 CHF | 3.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 780,923 CHF | 784,040 CHF | 99.67% | 99.67% |
07/05/2024 | 0.43% | 3.81 CHF | 3.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 737,496 CHF | 740,707 CHF | 96.81% | 96.81% |