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% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,972 CHF | 226,472 CHF | 99.25% | 99.25% |
15/05/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,210 CHF | 232,710 CHF | 99.39% | 99.39% |
14/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,310 CHF | 227,810 CHF | 99.17% | 99.17% |
13/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,916 CHF | 226,416 CHF | 99.38% | 99.38% |
10/05/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,414 CHF | 226,914 CHF | 99.38% | 99.38% |
08/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,592 CHF | 229,092 CHF | 99.38% | 99.38% |
07/05/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,515 CHF | 228,015 CHF | 99.00% | 99.00% |
06/05/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,745 CHF | 216,245 CHF | 99.22% | 99.22% |
03/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,581 CHF | 210,081 CHF | 99.39% | 99.39% |
02/05/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,705 CHF | 207,205 CHF | 99.39% | 99.39% |