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 | 0.23% | 4.70 CHF | 4.71 CHF | 132,000 | 132,000 | 59,075 | 59,075 | 265,835 CHF | 266,428 CHF | 99.99% | 99.99% |
15/05/2024 | 0.25% | 4.31 CHF | 4.32 CHF | 140,000 | 140,000 | 61,297 | 61,297 | 256,604 CHF | 257,219 CHF | 100.00% | 100.00% |
14/05/2024 | 0.26% | 4.05 CHF | 4.06 CHF | 144,000 | 144,000 | 63,957 | 63,957 | 255,356 CHF | 255,997 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 144,000 | 144,000 | 62,895 | 62,895 | 255,513 CHF | 256,143 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 146,000 | 146,000 | 62,595 | 62,595 | 257,921 CHF | 258,548 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 144,000 | 144,000 | 61,686 | 61,686 | 256,220 CHF | 256,838 CHF | 98.99% | 98.99% |
07/05/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 140,000 | 140,000 | 61,345 | 61,345 | 258,462 CHF | 259,077 CHF | 99.67% | 99.67% |
06/05/2024 | 0.25% | 4.20 CHF | 4.21 CHF | 142,000 | 142,000 | 61,406 | 61,406 | 254,764 CHF | 255,379 CHF | 99.99% | 99.99% |
03/05/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 150,000 | 150,000 | 65,504 | 65,504 | 251,818 CHF | 252,474 CHF | 99.90% | 99.90% |
02/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 152,000 | 152,000 | 65,151 | 65,151 | 244,204 CHF | 244,857 CHF | 99.99% | 99.99% |