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 | 0.24% | 4.17 CHF | 4.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,858,470 CHF | 620,989 CHF | 99.24% | 99.24% |
15/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,907,400 CHF | 637,300 CHF | 99.15% | 99.15% |
14/05/2024 | 0.23% | 4.26 CHF | 4.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,935,630 CHF | 646,710 CHF | 99.23% | 99.23% |
13/05/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,954,380 CHF | 652,961 CHF | 98.29% | 98.29% |
10/05/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,947,440 CHF | 650,648 CHF | 99.22% | 99.22% |
08/05/2024 | 0.24% | 4.22 CHF | 4.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,894,160 CHF | 632,885 CHF | 99.23% | 99.23% |
07/05/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,914,320 CHF | 639,608 CHF | 99.20% | 99.20% |
06/05/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,897,840 CHF | 634,115 CHF | 98.84% | 98.84% |
03/05/2024 | 0.24% | 4.14 CHF | 4.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,883,950 CHF | 629,482 CHF | 99.18% | 99.18% |
02/05/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,882,280 CHF | 628,926 CHF | 99.22% | 99.22% |