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 | 0.41% | 4.78 CHF | 4.80 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 305,199 CHF | 306,460 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 4.87 CHF | 4.89 CHF | 63,000 | 63,000 | 63,348 | 63,348 | 304,106 CHF | 305,376 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 4.76 CHF | 4.78 CHF | 64,000 | 64,000 | 64,199 | 64,199 | 302,092 CHF | 303,377 CHF | 99.98% | 99.98% |
13/05/2024 | 0.42% | 4.75 CHF | 4.77 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 304,704 CHF | 305,979 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 4.90 CHF | 4.92 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 299,089 CHF | 300,312 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 4.72 CHF | 4.74 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 297,352 CHF | 298,607 CHF | 99.25% | 99.25% |
07/05/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 63,000 | 63,000 | 63,068 | 63,068 | 293,484 CHF | 294,747 CHF | 97.36% | 97.36% |
06/05/2024 | 0.43% | 4.66 CHF | 4.68 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 294,127 CHF | 295,400 CHF | 98.43% | 98.43% |
03/05/2024 | 0.44% | 4.58 CHF | 4.60 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 291,033 CHF | 292,314 CHF | 99.97% | 99.97% |
02/05/2024 | 0.44% | 4.50 CHF | 4.52 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 290,751 CHF | 292,046 CHF | 99.97% | 99.97% |