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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 516,522 CHF | 517,772 CHF | 99.16% | 99.16% |
14/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 519,897 CHF | 521,147 CHF | 98.91% | 98.91% |
13/05/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 512,742 CHF | 513,992 CHF | 99.18% | 99.18% |
10/05/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 516,677 CHF | 517,927 CHF | 96.47% | 96.47% |
08/05/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 508,312 CHF | 509,562 CHF | 99.15% | 99.15% |
07/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 496,775 CHF | 498,025 CHF | 98.90% | 98.90% |
06/05/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 479,079 CHF | 480,329 CHF | 98.99% | 98.99% |
03/05/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 463,626 CHF | 464,876 CHF | 99.17% | 99.17% |
02/05/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 453,334 CHF | 454,584 CHF | 98.85% | 98.85% |
30/04/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 456,452 CHF | 457,702 CHF | 98.99% | 98.99% |