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% | 4.36 CHF | 4.37 CHF | 116,000 | 116,000 | 113,569 | 113,569 | 511,441 CHF | 512,578 CHF | 99.42% | 99.42% |
15/05/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 108,000 | 108,000 | 108,818 | 108,818 | 534,817 CHF | 535,908 CHF | 99.99% | 99.99% |
14/05/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 110,000 | 110,000 | 109,515 | 109,515 | 534,199 CHF | 535,295 CHF | 100.00% | 100.00% |
13/05/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 534,738 CHF | 535,813 CHF | 99.82% | 99.82% |
10/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 108,000 | 108,000 | 108,950 | 108,950 | 537,329 CHF | 538,419 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 112,000 | 112,000 | 112,172 | 112,172 | 521,884 CHF | 523,006 CHF | 98.93% | 98.93% |
07/05/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 114,000 | 114,000 | 114,558 | 114,558 | 511,402 CHF | 512,549 CHF | 99.88% | 99.88% |
06/05/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 512,936 CHF | 514,077 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 116,000 | 116,000 | 115,853 | 115,853 | 508,399 CHF | 509,558 CHF | 99.94% | 99.94% |
02/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 116,000 | 116,000 | 116,487 | 116,487 | 504,477 CHF | 505,642 CHF | 98.54% | 98.54% |