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 | 0.26% | 4.70 CHF | 4.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,572 CHF | 239,182 CHF | 88.56% | 88.56% |
15/05/2024 | 0.25% | 4.80 CHF | 4.81 CHF | 50,000 | 50,000 | 49,741 | 49,741 | 234,761 CHF | 235,356 CHF | 92.57% | 92.57% |
14/05/2024 | 0.48% | 4.68 CHF | 4.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 115,608 CHF | 116,160 CHF | 99.99% | 99.99% |
13/05/2024 | 0.47% | 4.67 CHF | 4.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 117,527 CHF | 118,085 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 4.72 CHF | 4.74 CHF | 25,000 | 25,000 | 34,894 | 34,894 | 164,281 CHF | 164,838 CHF | 83.72% | 83.72% |
08/05/2024 | 0.24% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,078 CHF | 228,638 CHF | 99.64% | 99.64% |
07/05/2024 | 0.27% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,880 CHF | 224,478 CHF | 97.06% | 97.06% |
06/05/2024 | 0.28% | 4.48 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,300 CHF | 222,922 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 4.40 CHF | 4.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,381 CHF | 218,945 CHF | 97.92% | 97.92% |
02/05/2024 | 0.26% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,788 CHF | 216,360 CHF | 99.40% | 99.40% |