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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 110,000 | 110,000 | 109,515 | 109,515 | 516,020 CHF | 517,115 CHF | 99.98% | 99.98% |
13/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 516,944 CHF | 518,020 CHF | 99.87% | 99.87% |
10/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 108,000 | 108,000 | 108,950 | 108,950 | 519,422 CHF | 520,511 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 112,000 | 112,000 | 112,173 | 112,173 | 503,381 CHF | 504,503 CHF | 98.93% | 98.93% |
07/05/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 114,000 | 114,000 | 114,585 | 114,585 | 492,634 CHF | 493,781 CHF | 98.94% | 98.94% |
06/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 494,050 CHF | 495,190 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 116,000 | 116,000 | 115,853 | 115,853 | 489,269 CHF | 490,428 CHF | 99.93% | 99.93% |
02/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 116,000 | 116,000 | 116,487 | 116,487 | 485,256 CHF | 486,421 CHF | 98.57% | 98.57% |
30/04/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 116,000 | 116,000 | 115,355 | 115,355 | 494,919 CHF | 496,073 CHF | 99.99% | 99.99% |
29/04/2024 | 0.28% | 4.29 CHF | 4.30 CHF | 116,000 | 116,000 | 108,750 | 108,750 | 468,894 CHF | 470,101 CHF | 100.00% | 100.00% |