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 | 0.29% | 4.72 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,663 CHF | 238,363 CHF | 99.28% | 99.28% |
15/05/2024 | 0.30% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 235,496 CHF | 236,194 CHF | 98.94% | 98.94% |
14/05/2024 | 0.30% | 4.72 CHF | 4.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,169 CHF | 234,869 CHF | 99.44% | 99.44% |
13/05/2024 | 0.30% | 4.71 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,114 CHF | 233,814 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 4.60 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,978 CHF | 231,678 CHF | 99.97% | 99.97% |
08/05/2024 | 0.31% | 4.48 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,391 CHF | 224,091 CHF | 100.00% | 100.00% |
07/05/2024 | 0.30% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,566 CHF | 215,216 CHF | 98.92% | 98.92% |
06/05/2024 | 0.31% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,232 CHF | 212,892 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 4.20 CHF | 4.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,891 CHF | 209,549 CHF | 98.57% | 98.57% |
02/05/2024 | 0.33% | 4.21 CHF | 4.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,059 CHF | 209,757 CHF | 99.07% | 99.07% |