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 | 0.21% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,641 CHF | 237,141 CHF | 99.85% | 99.85% |
15/05/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,374 CHF | 234,874 CHF | 99.81% | 99.81% |
14/05/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,657 CHF | 230,157 CHF | 99.08% | 99.08% |
13/05/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,468 CHF | 233,968 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,834 CHF | 234,334 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,286 CHF | 226,786 CHF | 100.00% | 100.00% |
07/05/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,089 CHF | 222,589 CHF | 99.77% | 99.77% |
06/05/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,514 CHF | 221,014 CHF | 99.76% | 99.76% |
03/05/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,606 CHF | 217,106 CHF | 100.00% | 100.00% |
02/05/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,992 CHF | 214,492 CHF | 99.99% | 99.99% |