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% | 4.73 CHF | 4.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,199,470 CHF | 480,788 CHF | 99.37% | 99.37% |
15/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,188,160 CHF | 476,264 CHF | 98.24% | 98.24% |
14/05/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,164,500 CHF | 466,800 CHF | 99.37% | 99.37% |
13/05/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,183,460 CHF | 474,385 CHF | 98.53% | 98.53% |
10/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,209,890 CHF | 484,957 CHF | 99.38% | 99.38% |
08/05/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,171,940 CHF | 469,777 CHF | 99.35% | 99.35% |
07/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,151,150 CHF | 461,459 CHF | 97.84% | 97.84% |
06/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,143,250 CHF | 458,301 CHF | 99.38% | 99.38% |
03/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,123,650 CHF | 450,458 CHF | 99.36% | 99.36% |
02/05/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,110,860 CHF | 445,346 CHF | 98.74% | 98.74% |