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 | 0.25% | 4.07 CHF | 4.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,208,900 CHF | 403,967 CHF | 98.81% | 98.81% |
15/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,202,180 CHF | 401,727 CHF | 98.70% | 98.70% |
14/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,182,360 CHF | 395,121 CHF | 98.83% | 98.83% |
13/05/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,191,050 CHF | 398,016 CHF | 93.16% | 93.16% |
10/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,197,950 CHF | 400,316 CHF | 98.64% | 98.64% |
08/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,214,970 CHF | 405,990 CHF | 98.31% | 98.31% |
07/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,220,410 CHF | 407,803 CHF | 98.44% | 98.44% |
06/05/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,221,950 CHF | 408,315 CHF | 98.45% | 98.45% |
03/05/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,224,320 CHF | 409,107 CHF | 98.74% | 98.74% |
02/05/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,213,510 CHF | 405,502 CHF | 98.77% | 98.77% |