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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 110,000 | 110,000 | 109,513 | 109,513 | 495,517 CHF | 496,612 CHF | 99.94% | 99.94% |
13/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 496,867 CHF | 497,942 CHF | 99.88% | 99.88% |
10/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 108,000 | 108,000 | 108,950 | 108,950 | 499,050 CHF | 500,140 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 112,000 | 112,000 | 112,172 | 112,172 | 482,445 CHF | 483,567 CHF | 98.93% | 98.93% |
07/05/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 114,000 | 114,000 | 114,560 | 114,560 | 471,226 CHF | 472,373 CHF | 99.01% | 99.01% |
06/05/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 472,896 CHF | 474,037 CHF | 100.00% | 100.00% |
03/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 116,000 | 116,000 | 115,853 | 115,853 | 467,741 CHF | 468,900 CHF | 99.98% | 99.98% |
02/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 116,000 | 116,000 | 116,488 | 116,488 | 463,575 CHF | 464,740 CHF | 98.61% | 98.61% |
30/04/2024 | 0.24% | 4.04 CHF | 4.05 CHF | 116,000 | 116,000 | 115,351 | 115,351 | 473,455 CHF | 474,609 CHF | 99.99% | 99.99% |
29/04/2024 | 0.29% | 4.11 CHF | 4.12 CHF | 116,000 | 116,000 | 108,750 | 108,750 | 448,643 CHF | 449,850 CHF | 100.00% | 100.00% |