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% | 4.45 CHF | 4.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 418,227 CHF | 419,227 CHF | 97.83% | 97.83% |
15/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 441,620 CHF | 442,620 CHF | 99.17% | 99.17% |
14/05/2024 | 0.21% | 4.47 CHF | 4.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 464,872 CHF | 465,872 CHF | 95.67% | 95.67% |
13/05/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 445,957 CHF | 446,957 CHF | 77.73% | 77.73% |
10/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 425,488 CHF | 426,488 CHF | 79.86% | 79.86% |
08/05/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 431,283 CHF | 432,283 CHF | 99.18% | 99.18% |
07/05/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 397,672 CHF | 398,672 CHF | 99.00% | 99.00% |
06/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 388,972 CHF | 389,972 CHF | 98.99% | 98.99% |
03/05/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 406,482 CHF | 407,482 CHF | 99.08% | 99.08% |
02/05/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 424,978 CHF | 425,978 CHF | 98.82% | 98.82% |