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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 116,000 | 116,000 | 115,423 | 115,423 | 487,887 CHF | 489,041 CHF | 100.00% | 100.00% |
21/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 116,000 | 116,000 | 115,470 | 115,470 | 478,738 CHF | 479,894 CHF | 99.47% | 99.47% |
17/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 116,000 | 116,000 | 116,997 | 116,997 | 478,899 CHF | 480,069 CHF | 99.33% | 99.33% |
16/05/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 116,000 | 116,000 | 113,568 | 113,568 | 495,829 CHF | 496,966 CHF | 99.42% | 99.42% |
15/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 108,000 | 108,000 | 108,823 | 108,823 | 519,925 CHF | 521,016 CHF | 100.00% | 100.00% |
14/05/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 110,000 | 110,000 | 109,515 | 109,515 | 519,105 CHF | 520,200 CHF | 99.99% | 99.99% |
13/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 519,974 CHF | 521,049 CHF | 99.82% | 99.82% |
10/05/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 108,000 | 108,000 | 108,949 | 108,949 | 522,455 CHF | 523,545 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 112,000 | 112,000 | 112,171 | 112,171 | 506,489 CHF | 507,611 CHF | 98.93% | 98.93% |
07/05/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 114,000 | 114,000 | 114,561 | 114,561 | 495,731 CHF | 496,877 CHF | 99.88% | 99.88% |