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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 444,153 CHF | 445,153 CHF | 99.74% | 99.74% |
13/05/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 432,869 CHF | 433,869 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 420,586 CHF | 421,586 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 414,091 CHF | 415,091 CHF | 100.00% | 100.00% |
07/05/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 341,633 CHF | 342,633 CHF | 99.86% | 99.86% |
06/05/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 335,864 CHF | 336,864 CHF | 99.83% | 99.83% |
03/05/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 328,253 CHF | 329,253 CHF | 100.00% | 100.00% |
02/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 318,437 CHF | 319,437 CHF | 100.00% | 100.00% |
30/04/2024 | 0.29% | 3.28 CHF | 3.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 344,550 CHF | 345,550 CHF | 100.00% | 100.00% |
29/04/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 332,937 CHF | 333,937 CHF | 99.91% | 99.91% |