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 | 0.46% | 4.23 CHF | 4.25 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 270,955 CHF | 272,216 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 4.33 CHF | 4.35 CHF | 63,000 | 63,000 | 63,348 | 63,348 | 269,614 CHF | 270,883 CHF | 99.99% | 99.99% |
14/05/2024 | 0.48% | 4.21 CHF | 4.23 CHF | 64,000 | 64,000 | 64,199 | 64,199 | 267,091 CHF | 268,375 CHF | 99.98% | 99.98% |
13/05/2024 | 0.47% | 4.20 CHF | 4.22 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 270,050 CHF | 271,324 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 4.36 CHF | 4.38 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 265,972 CHF | 267,195 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 4.17 CHF | 4.19 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 263,239 CHF | 264,494 CHF | 99.25% | 99.25% |
07/05/2024 | 0.49% | 4.14 CHF | 4.16 CHF | 63,000 | 63,000 | 63,068 | 63,068 | 259,218 CHF | 260,481 CHF | 97.36% | 97.36% |
06/05/2024 | 0.49% | 4.12 CHF | 4.14 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 259,511 CHF | 260,784 CHF | 98.52% | 98.52% |
03/05/2024 | 0.50% | 4.03 CHF | 4.05 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 256,176 CHF | 257,458 CHF | 99.96% | 99.96% |
02/05/2024 | 0.51% | 3.96 CHF | 3.98 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 255,480 CHF | 256,776 CHF | 99.99% | 99.99% |