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 | 0.45% | 4.34 CHF | 4.36 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 277,887 CHF | 279,148 CHF | 100.00% | 100.00% |
15/05/2024 | 0.46% | 4.44 CHF | 4.46 CHF | 63,000 | 63,000 | 63,348 | 63,348 | 276,582 CHF | 277,852 CHF | 99.99% | 99.99% |
14/05/2024 | 0.47% | 4.32 CHF | 4.34 CHF | 64,000 | 64,000 | 64,199 | 64,199 | 274,151 CHF | 275,435 CHF | 99.99% | 99.99% |
13/05/2024 | 0.46% | 4.31 CHF | 4.33 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 277,059 CHF | 278,333 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 4.47 CHF | 4.49 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 272,699 CHF | 273,922 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 4.28 CHF | 4.30 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 270,143 CHF | 271,399 CHF | 99.25% | 99.25% |
07/05/2024 | 0.47% | 4.25 CHF | 4.27 CHF | 63,000 | 63,000 | 63,070 | 63,070 | 266,167 CHF | 267,430 CHF | 97.36% | 97.36% |
06/05/2024 | 0.48% | 4.23 CHF | 4.25 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 266,513 CHF | 267,785 CHF | 98.51% | 98.51% |
03/05/2024 | 0.49% | 4.14 CHF | 4.16 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 263,225 CHF | 264,507 CHF | 99.96% | 99.96% |
02/05/2024 | 0.49% | 4.07 CHF | 4.09 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 262,554 CHF | 263,849 CHF | 99.99% | 99.99% |