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 | 0.31% | 4.73 CHF | 4.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,213 CHF | 238,963 CHF | 99.28% | 99.28% |
15/05/2024 | 0.30% | 4.85 CHF | 4.87 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 236,040 CHF | 236,739 CHF | 98.93% | 98.93% |
14/05/2024 | 0.30% | 4.73 CHF | 4.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,719 CHF | 235,419 CHF | 99.44% | 99.44% |
13/05/2024 | 0.30% | 4.72 CHF | 4.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,664 CHF | 234,364 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 4.61 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,528 CHF | 232,228 CHF | 99.97% | 99.97% |
08/05/2024 | 0.31% | 4.49 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,891 CHF | 224,591 CHF | 100.00% | 100.00% |
07/05/2024 | 0.30% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,066 CHF | 215,716 CHF | 98.92% | 98.92% |
06/05/2024 | 0.33% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,687 CHF | 213,392 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 4.21 CHF | 4.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,389 CHF | 210,047 CHF | 98.40% | 98.40% |
02/05/2024 | 0.31% | 4.22 CHF | 4.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,559 CHF | 210,212 CHF | 99.07% | 99.07% |