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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 114,000 | 114,000 | 114,535 | 114,535 | 518,559 CHF | 519,705 CHF | 99.33% | 99.33% |
16/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 116,000 | 116,000 | 115,029 | 115,029 | 520,854 CHF | 522,006 CHF | 99.99% | 99.99% |
15/05/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 116,000 | 116,000 | 115,255 | 115,255 | 503,138 CHF | 504,293 CHF | 100.00% | 100.00% |
14/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 116,000 | 116,000 | 115,492 | 115,492 | 504,559 CHF | 505,714 CHF | 100.00% | 100.00% |
13/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 510,174 CHF | 511,329 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 510,434 CHF | 511,589 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 116,000 | 116,000 | 115,496 | 115,496 | 507,557 CHF | 508,712 CHF | 99.14% | 99.14% |
07/05/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 118,000 | 118,000 | 118,022 | 118,022 | 498,527 CHF | 499,708 CHF | 99.79% | 99.79% |
06/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 493,494 CHF | 494,690 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 120,000 | 120,000 | 119,839 | 119,839 | 490,365 CHF | 491,563 CHF | 99.98% | 99.98% |