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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.29% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,354 CHF | 239,054 CHF | 98.52% | 98.52% |
22/05/2024 | 0.33% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,407 CHF | 230,157 CHF | 92.19% | 92.19% |
21/05/2024 | 0.30% | 4.64 CHF | 4.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,431 CHF | 230,131 CHF | 99.99% | 99.99% |
17/05/2024 | 0.32% | 4.46 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,448 CHF | 222,148 CHF | 100.00% | 100.00% |
16/05/2024 | 0.31% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,713 CHF | 228,413 CHF | 99.28% | 99.28% |
15/05/2024 | 0.31% | 4.64 CHF | 4.66 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 225,648 CHF | 226,347 CHF | 98.94% | 98.94% |
14/05/2024 | 0.31% | 4.53 CHF | 4.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,219 CHF | 224,919 CHF | 99.41% | 99.41% |
13/05/2024 | 0.31% | 4.51 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,164 CHF | 223,864 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 4.40 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,028 CHF | 221,728 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 4.28 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,391 CHF | 214,091 CHF | 100.00% | 100.00% |