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 | 0.22% | 4.47 CHF | 4.48 CHF | 116,000 | 116,000 | 113,567 | 113,567 | 523,527 CHF | 524,664 CHF | 99.42% | 99.42% |
15/05/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 108,000 | 108,000 | 108,823 | 108,823 | 546,384 CHF | 547,474 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 110,000 | 110,000 | 109,515 | 109,515 | 545,754 CHF | 546,849 CHF | 99.98% | 99.98% |
13/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 546,084 CHF | 547,159 CHF | 99.85% | 99.85% |
10/05/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 108,000 | 108,000 | 108,949 | 108,949 | 548,869 CHF | 549,958 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 112,000 | 112,000 | 112,171 | 112,171 | 533,733 CHF | 534,855 CHF | 98.93% | 98.93% |
07/05/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 114,000 | 114,000 | 114,601 | 114,601 | 523,656 CHF | 524,803 CHF | 99.75% | 99.75% |
06/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 524,913 CHF | 526,054 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 116,000 | 116,000 | 115,854 | 115,854 | 520,565 CHF | 521,724 CHF | 99.98% | 99.98% |
02/05/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 116,000 | 116,000 | 116,487 | 116,487 | 516,771 CHF | 517,936 CHF | 98.55% | 98.55% |