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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 114,000 | 114,000 | 114,535 | 114,535 | 540,516 CHF | 541,662 CHF | 99.33% | 99.33% |
16/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 116,000 | 116,000 | 115,026 | 115,026 | 542,798 CHF | 543,950 CHF | 100.00% | 100.00% |
15/05/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 116,000 | 116,000 | 115,264 | 115,264 | 525,150 CHF | 526,305 CHF | 100.00% | 100.00% |
14/05/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 116,000 | 116,000 | 115,491 | 115,491 | 526,510 CHF | 527,666 CHF | 99.99% | 99.99% |
13/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 532,151 CHF | 533,306 CHF | 100.00% | 100.00% |
10/05/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 532,334 CHF | 533,490 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 116,000 | 116,000 | 115,499 | 115,499 | 529,450 CHF | 530,605 CHF | 99.14% | 99.14% |
07/05/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 118,000 | 118,000 | 118,003 | 118,003 | 520,814 CHF | 521,995 CHF | 99.82% | 99.82% |
06/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 516,120 CHF | 517,316 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 120,000 | 120,000 | 119,839 | 119,839 | 513,032 CHF | 514,231 CHF | 99.97% | 99.97% |