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 | 0.50% | 4.68 CHF | 4.69 CHF | 75,000 | 75,000 | 49,671 | 49,671 | 230,764 CHF | 231,834 CHF | 99.27% | 99.27% |
15/05/2024 | 0.41% | 4.29 CHF | 4.31 CHF | 50,000 | 50,000 | 88,252 | 88,252 | 378,104 CHF | 379,575 CHF | 99.30% | 99.30% |
14/05/2024 | 0.36% | 4.24 CHF | 4.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 317,251 CHF | 318,387 CHF | 99.51% | 99.51% |
13/05/2024 | 0.34% | 4.40 CHF | 4.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 332,050 CHF | 333,178 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 4.48 CHF | 4.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 445,025 CHF | 446,931 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 4.28 CHF | 4.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 424,587 CHF | 426,073 CHF | 100.00% | 100.00% |
07/05/2024 | 0.38% | 4.18 CHF | 4.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 410,016 CHF | 411,572 CHF | 97.06% | 97.06% |
06/05/2024 | 0.37% | 4.05 CHF | 4.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 400,307 CHF | 401,799 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 3.87 CHF | 3.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 391,443 CHF | 392,913 CHF | 97.78% | 97.78% |
02/05/2024 | 0.39% | 3.85 CHF | 3.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 388,503 CHF | 390,007 CHF | 99.25% | 99.25% |