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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 114,000 | 114,000 | 113,494 | 113,494 | 501,981 CHF | 503,120 CHF | 99.60% | 99.60% |
22/05/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 116,000 | 116,000 | 115,423 | 115,423 | 500,898 CHF | 502,052 CHF | 100.00% | 100.00% |
21/05/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 116,000 | 116,000 | 115,466 | 115,466 | 491,691 CHF | 492,847 CHF | 99.51% | 99.51% |
17/05/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 116,000 | 116,000 | 116,997 | 116,997 | 491,994 CHF | 493,164 CHF | 99.35% | 99.35% |
16/05/2024 | 0.22% | 4.33 CHF | 4.34 CHF | 116,000 | 116,000 | 113,566 | 113,566 | 508,547 CHF | 509,684 CHF | 99.42% | 99.42% |
15/05/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 108,000 | 108,000 | 108,802 | 108,802 | 531,980 CHF | 533,070 CHF | 100.00% | 100.00% |
14/05/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 110,000 | 110,000 | 109,513 | 109,513 | 531,402 CHF | 532,497 CHF | 99.98% | 99.98% |
13/05/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 532,035 CHF | 533,111 CHF | 99.84% | 99.84% |
10/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 108,000 | 108,000 | 108,949 | 108,949 | 534,647 CHF | 535,737 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 112,000 | 112,000 | 112,171 | 112,171 | 519,033 CHF | 520,155 CHF | 98.93% | 98.93% |