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 | 0.30% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,763 CHF | 233,463 CHF | 99.28% | 99.28% |
15/05/2024 | 0.33% | 4.74 CHF | 4.76 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 230,646 CHF | 231,394 CHF | 98.94% | 98.94% |
14/05/2024 | 0.30% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,269 CHF | 229,969 CHF | 99.42% | 99.42% |
13/05/2024 | 0.31% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,264 CHF | 228,964 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,078 CHF | 226,778 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,541 CHF | 219,191 CHF | 100.00% | 100.00% |
07/05/2024 | 0.33% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,666 CHF | 210,366 CHF | 98.92% | 98.92% |
06/05/2024 | 0.33% | 4.17 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,340 CHF | 208,020 CHF | 100.00% | 100.00% |
03/05/2024 | 0.34% | 4.10 CHF | 4.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,989 CHF | 204,685 CHF | 98.59% | 98.59% |
02/05/2024 | 0.32% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,211 CHF | 204,857 CHF | 99.11% | 99.11% |