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 | 0.43% | 4.69 CHF | 4.71 CHF | 20,500 | 20,500 | 20,353 | 20,353 | 95,462 CHF | 95,870 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 4.69 CHF | 4.71 CHF | 20,500 | 20,500 | 21,110 | 21,110 | 99,346 CHF | 99,768 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 4.71 CHF | 4.73 CHF | 21,500 | 21,500 | 21,371 | 21,371 | 100,767 CHF | 101,195 CHF | 99.44% | 99.44% |
13/05/2024 | 0.42% | 4.70 CHF | 4.72 CHF | 21,000 | 21,000 | 21,365 | 21,365 | 100,786 CHF | 101,213 CHF | 99.69% | 99.69% |
10/05/2024 | 0.42% | 4.74 CHF | 4.76 CHF | 22,500 | 22,500 | 22,438 | 22,438 | 106,304 CHF | 106,753 CHF | 99.91% | 99.91% |
08/05/2024 | 0.42% | 4.74 CHF | 4.76 CHF | 23,000 | 23,000 | 23,027 | 23,027 | 109,332 CHF | 109,792 CHF | 99.57% | 99.57% |
07/05/2024 | 0.42% | 4.74 CHF | 4.76 CHF | 23,000 | 23,000 | 22,808 | 22,808 | 108,237 CHF | 108,694 CHF | 100.00% | 100.00% |
06/05/2024 | 0.22% | 4.78 CHF | 4.79 CHF | 24,500 | 24,500 | 24,409 | 24,409 | 116,795 CHF | 117,047 CHF | 98.80% | 98.80% |
03/05/2024 | 0.31% | 4.76 CHF | 4.78 CHF | 24,000 | 24,000 | 24,122 | 24,122 | 115,136 CHF | 115,493 CHF | 98.64% | 98.64% |
02/05/2024 | 0.30% | 4.76 CHF | 4.78 CHF | 24,000 | 24,000 | 24,207 | 24,207 | 115,623 CHF | 115,963 CHF | 99.61% | 99.61% |