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 | 0.30% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,813 CHF | 233,513 CHF | 99.28% | 99.28% |
15/05/2024 | 0.30% | 4.74 CHF | 4.76 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 230,696 CHF | 231,394 CHF | 98.93% | 98.93% |
14/05/2024 | 0.30% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,319 CHF | 230,019 CHF | 99.44% | 99.44% |
13/05/2024 | 0.31% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,264 CHF | 228,964 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,128 CHF | 226,828 CHF | 99.97% | 99.97% |
08/05/2024 | 0.32% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,491 CHF | 219,191 CHF | 100.00% | 100.00% |
07/05/2024 | 0.31% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,666 CHF | 210,316 CHF | 98.92% | 98.92% |
06/05/2024 | 0.33% | 4.17 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,297 CHF | 207,982 CHF | 100.00% | 100.00% |
03/05/2024 | 0.34% | 4.10 CHF | 4.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,950 CHF | 204,649 CHF | 98.54% | 98.54% |
02/05/2024 | 0.32% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,142 CHF | 204,805 CHF | 98.28% | 98.28% |