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 | 0.48% | 4.06 CHF | 4.08 CHF | 64,000 | 64,000 | 62,988 | 62,988 | 259,798 CHF | 261,058 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 4.15 CHF | 4.17 CHF | 63,000 | 63,000 | 63,348 | 63,348 | 258,351 CHF | 259,621 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 4.04 CHF | 4.06 CHF | 64,000 | 64,000 | 64,198 | 64,198 | 255,722 CHF | 257,006 CHF | 99.98% | 99.98% |
13/05/2024 | 0.49% | 4.02 CHF | 4.04 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 258,686 CHF | 259,960 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 4.18 CHF | 4.20 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 255,144 CHF | 256,367 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 4.00 CHF | 4.02 CHF | 63,000 | 63,000 | 62,769 | 62,769 | 252,153 CHF | 253,408 CHF | 99.25% | 99.25% |
07/05/2024 | 0.51% | 3.96 CHF | 3.98 CHF | 63,000 | 63,000 | 63,066 | 63,066 | 248,073 CHF | 249,336 CHF | 97.36% | 97.36% |
06/05/2024 | 0.51% | 3.94 CHF | 3.96 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 248,233 CHF | 249,506 CHF | 98.52% | 98.52% |
03/05/2024 | 0.52% | 3.86 CHF | 3.88 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 244,843 CHF | 246,124 CHF | 99.97% | 99.97% |
02/05/2024 | 0.53% | 3.78 CHF | 3.80 CHF | 65,000 | 65,000 | 64,759 | 64,759 | 244,032 CHF | 245,327 CHF | 99.98% | 99.98% |