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 | 0.31% | 4.41 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,313 CHF | 223,013 CHF | 99.28% | 99.28% |
15/05/2024 | 0.32% | 4.53 CHF | 4.55 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 220,301 CHF | 221,000 CHF | 98.89% | 98.89% |
14/05/2024 | 0.32% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,819 CHF | 219,519 CHF | 99.45% | 99.45% |
13/05/2024 | 0.32% | 4.41 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,764 CHF | 218,464 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 4.30 CHF | 4.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,628 CHF | 216,328 CHF | 99.96% | 99.96% |
08/05/2024 | 0.34% | 4.18 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,991 CHF | 208,691 CHF | 100.00% | 100.00% |
07/05/2024 | 0.33% | 4.05 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,166 CHF | 199,816 CHF | 98.92% | 98.92% |
06/05/2024 | 0.33% | 3.96 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,840 CHF | 197,482 CHF | 100.00% | 100.00% |
03/05/2024 | 0.34% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,477 CHF | 194,138 CHF | 97.55% | 97.55% |
02/05/2024 | 0.36% | 3.90 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,651 CHF | 194,355 CHF | 98.71% | 98.71% |