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% | 4.52 CHF | 4.53 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,985 CHF | 9,005 CHF | 100.00% | 100.00% |
15/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,511 CHF | 8,531 CHF | 100.00% | 100.00% |
14/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 2,000 | 2,000 | 1,988 | 1,988 | 8,250 CHF | 8,270 CHF | 98.91% | 98.91% |
13/05/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,109 CHF | 8,129 CHF | 99.77% | 99.77% |
10/05/2024 | 0.24% | 4.02 CHF | 4.03 CHF | 2,000 | 2,000 | 1,985 | 1,985 | 8,191 CHF | 8,211 CHF | 99.34% | 99.34% |
08/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 2,000 | 2,000 | 1,995 | 1,995 | 8,207 CHF | 8,227 CHF | 99.51% | 99.51% |
07/05/2024 | 0.26% | 4.03 CHF | 4.04 CHF | 2,000 | 2,000 | 1,979 | 1,979 | 7,831 CHF | 7,850 CHF | 99.67% | 99.67% |
06/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 2,000 | 2,000 | 1,976 | 1,976 | 7,748 CHF | 7,768 CHF | 98.37% | 98.37% |
03/05/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 2,000 | 2,000 | 1,990 | 1,990 | 7,735 CHF | 7,755 CHF | 97.23% | 97.23% |
02/05/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 2,000 | 2,000 | 1,990 | 1,990 | 8,210 CHF | 8,230 CHF | 99.06% | 99.06% |