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 | 0.63% | 4.75 CHF | 4.78 CHF | 24,000 | 24,000 | 23,986 | 23,986 | 113,426 CHF | 114,146 CHF | 99.99% | 99.99% |
15/05/2024 | 0.60% | 4.85 CHF | 4.88 CHF | 24,000 | 24,000 | 24,760 | 24,760 | 123,089 CHF | 123,833 CHF | 100.00% | 100.00% |
14/05/2024 | 0.58% | 5.09 CHF | 5.12 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 127,890 CHF | 128,640 CHF | 99.97% | 99.97% |
13/05/2024 | 0.58% | 5.14 CHF | 5.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,351 CHF | 130,101 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 5.25 CHF | 5.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,690 CHF | 129,440 CHF | 99.99% | 99.99% |
08/05/2024 | 0.58% | 5.05 CHF | 5.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,104 CHF | 129,854 CHF | 99.06% | 99.06% |
07/05/2024 | 0.56% | 5.25 CHF | 5.28 CHF | 25,000 | 25,000 | 25,271 | 25,271 | 134,494 CHF | 135,252 CHF | 99.60% | 99.60% |
06/05/2024 | 0.56% | 5.39 CHF | 5.42 CHF | 26,000 | 26,000 | 25,665 | 25,665 | 137,571 CHF | 138,341 CHF | 100.00% | 100.00% |
03/05/2024 | 0.55% | 5.45 CHF | 5.48 CHF | 26,000 | 26,000 | 25,830 | 25,830 | 139,447 CHF | 140,221 CHF | 99.96% | 99.96% |
02/05/2024 | 0.58% | 5.23 CHF | 5.26 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 129,116 CHF | 129,865 CHF | 99.99% | 99.99% |