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 | 0.41% | 4.81 CHF | 4.83 CHF | 64,000 | 64,000 | 62,990 | 62,990 | 307,535 CHF | 308,796 CHF | 100.00% | 100.00% |
15/05/2024 | 0.41% | 4.91 CHF | 4.93 CHF | 63,000 | 63,000 | 63,363 | 63,363 | 306,539 CHF | 307,809 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 4.80 CHF | 4.82 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 304,602 CHF | 305,886 CHF | 99.98% | 99.98% |
13/05/2024 | 0.41% | 4.78 CHF | 4.80 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 307,059 CHF | 308,333 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 4.93 CHF | 4.95 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 301,223 CHF | 302,446 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 4.75 CHF | 4.77 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 299,596 CHF | 300,852 CHF | 99.25% | 99.25% |
07/05/2024 | 0.43% | 4.72 CHF | 4.74 CHF | 63,000 | 63,000 | 63,115 | 63,115 | 296,007 CHF | 297,270 CHF | 97.36% | 97.36% |
06/05/2024 | 0.43% | 4.70 CHF | 4.72 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 296,453 CHF | 297,725 CHF | 98.39% | 98.39% |
03/05/2024 | 0.44% | 4.61 CHF | 4.63 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 293,473 CHF | 294,755 CHF | 99.97% | 99.97% |
02/05/2024 | 0.44% | 4.54 CHF | 4.56 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 293,192 CHF | 294,487 CHF | 100.00% | 100.00% |