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 | 0.23% | 4.37 CHF | 4.38 CHF | 114,000 | 114,000 | 114,535 | 114,535 | 495,444 CHF | 496,589 CHF | 99.33% | 99.33% |
16/05/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 116,000 | 116,000 | 115,027 | 115,027 | 497,707 CHF | 498,858 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 116,000 | 116,000 | 115,255 | 115,255 | 479,984 CHF | 481,139 CHF | 100.00% | 100.00% |
14/05/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 116,000 | 116,000 | 115,491 | 115,491 | 481,350 CHF | 482,505 CHF | 100.00% | 100.00% |
13/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 487,069 CHF | 488,225 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 487,347 CHF | 488,502 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 116,000 | 116,000 | 115,497 | 115,497 | 484,496 CHF | 485,651 CHF | 99.14% | 99.14% |
07/05/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 118,000 | 118,000 | 118,005 | 118,005 | 474,878 CHF | 476,059 CHF | 99.82% | 99.82% |
06/05/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 469,661 CHF | 470,857 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 120,000 | 120,000 | 119,838 | 119,838 | 466,549 CHF | 467,747 CHF | 99.96% | 99.96% |