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 | 0.41% | 4.80 CHF | 4.82 CHF | 64,000 | 64,000 | 62,989 | 62,989 | 306,808 CHF | 308,069 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 4.90 CHF | 4.92 CHF | 63,000 | 63,000 | 63,347 | 63,347 | 305,595 CHF | 306,864 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 4.78 CHF | 4.80 CHF | 64,000 | 64,000 | 64,198 | 64,198 | 303,565 CHF | 304,849 CHF | 99.98% | 99.98% |
13/05/2024 | 0.42% | 4.77 CHF | 4.79 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 306,245 CHF | 307,520 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 4.93 CHF | 4.95 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 300,723 CHF | 301,946 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 4.74 CHF | 4.76 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 298,897 CHF | 300,153 CHF | 99.25% | 99.25% |
07/05/2024 | 0.43% | 4.71 CHF | 4.73 CHF | 63,000 | 63,000 | 63,096 | 63,096 | 295,173 CHF | 296,436 CHF | 97.17% | 97.17% |
06/05/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 295,646 CHF | 296,919 CHF | 98.54% | 98.54% |
03/05/2024 | 0.44% | 4.60 CHF | 4.62 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 292,570 CHF | 293,851 CHF | 99.95% | 99.95% |
02/05/2024 | 0.44% | 4.52 CHF | 4.54 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 292,229 CHF | 293,524 CHF | 99.99% | 99.99% |