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 | 0.32% | 3.18 CHF | 3.19 CHF | 75,000 | 75,000 | 74,942 | 74,942 | 237,654 CHF | 238,404 CHF | 100.00% | 100.00% |
15/05/2024 | 0.26% | 3.34 CHF | 3.35 CHF | 75,000 | 75,000 | 74,851 | 74,851 | 285,233 CHF | 285,983 CHF | 99.83% | 99.83% |
14/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 75,000 | 75,000 | 74,984 | 74,984 | 316,282 CHF | 317,032 CHF | 99.86% | 99.86% |
13/05/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 330,620 CHF | 331,370 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.41 CHF | 4.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 307,644 CHF | 308,394 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 75,000 | 75,000 | 74,983 | 74,983 | 395,947 CHF | 396,697 CHF | 99.29% | 99.29% |
07/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 75,000 | 75,000 | 74,949 | 74,949 | 391,361 CHF | 392,111 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 399,200 CHF | 399,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 447,079 CHF | 447,829 CHF | 98.65% | 98.65% |
02/05/2024 | 0.16% | 5.90 CHF | 5.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 458,109 CHF | 458,859 CHF | 99.99% | 99.99% |