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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.46% | 4.38 CHF | 4.40 CHF | 63,000 | 63,000 | 62,784 | 62,784 | 274,239 CHF | 275,499 CHF | 99.99% | 99.99% |
22/05/2024 | 0.47% | 4.32 CHF | 4.34 CHF | 63,000 | 63,000 | 63,826 | 63,826 | 273,849 CHF | 275,126 CHF | 100.00% | 100.00% |
21/05/2024 | 0.46% | 4.28 CHF | 4.30 CHF | 64,000 | 64,000 | 63,742 | 63,742 | 274,556 CHF | 275,831 CHF | 95.98% | 95.98% |
17/05/2024 | 0.47% | 4.29 CHF | 4.31 CHF | 64,000 | 64,000 | 64,013 | 64,013 | 273,272 CHF | 274,552 CHF | 100.00% | 100.00% |
16/05/2024 | 0.46% | 4.30 CHF | 4.32 CHF | 64,000 | 64,000 | 62,989 | 62,989 | 275,157 CHF | 276,418 CHF | 100.00% | 100.00% |
15/05/2024 | 0.46% | 4.40 CHF | 4.42 CHF | 63,000 | 63,000 | 63,349 | 63,349 | 273,887 CHF | 275,157 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 4.28 CHF | 4.30 CHF | 64,000 | 64,000 | 64,198 | 64,198 | 271,475 CHF | 272,759 CHF | 99.98% | 99.98% |
13/05/2024 | 0.46% | 4.27 CHF | 4.29 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 274,351 CHF | 275,625 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 4.42 CHF | 4.44 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 269,943 CHF | 271,166 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 4.24 CHF | 4.26 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 267,448 CHF | 268,703 CHF | 99.25% | 99.25% |