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 | 0.44% | 4.53 CHF | 4.55 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 289,389 CHF | 290,650 CHF | 100.00% | 100.00% |
15/05/2024 | 0.44% | 4.62 CHF | 4.64 CHF | 63,000 | 63,000 | 63,347 | 63,347 | 288,134 CHF | 289,404 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 4.51 CHF | 4.53 CHF | 64,000 | 64,000 | 64,198 | 64,198 | 285,979 CHF | 287,263 CHF | 99.98% | 99.98% |
13/05/2024 | 0.44% | 4.50 CHF | 4.52 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 288,651 CHF | 289,925 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 4.65 CHF | 4.67 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 283,746 CHF | 284,969 CHF | 99.99% | 99.99% |
08/05/2024 | 0.44% | 4.47 CHF | 4.49 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 281,598 CHF | 282,853 CHF | 99.25% | 99.25% |
07/05/2024 | 0.45% | 4.43 CHF | 4.45 CHF | 63,000 | 63,000 | 63,071 | 63,071 | 277,647 CHF | 278,910 CHF | 97.36% | 97.36% |
06/05/2024 | 0.46% | 4.41 CHF | 4.43 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 278,152 CHF | 279,425 CHF | 98.44% | 98.44% |
03/05/2024 | 0.46% | 4.32 CHF | 4.34 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 274,954 CHF | 276,235 CHF | 99.97% | 99.97% |
02/05/2024 | 0.47% | 4.25 CHF | 4.27 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 274,506 CHF | 275,801 CHF | 99.99% | 99.99% |