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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.25% | 4.19 CHF | 4.20 CHF | 140,000 | 140,000 | 61,298 | 61,298 | 249,288 CHF | 249,903 CHF | 100.00% | 100.00% |
14/05/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 144,000 | 144,000 | 63,956 | 63,956 | 247,713 CHF | 248,354 CHF | 100.00% | 100.00% |
13/05/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 144,000 | 144,000 | 62,894 | 62,894 | 247,984 CHF | 248,614 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 146,000 | 146,000 | 62,593 | 62,593 | 250,451 CHF | 251,078 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 144,000 | 144,000 | 61,685 | 61,685 | 248,841 CHF | 249,459 CHF | 98.98% | 98.98% |
07/05/2024 | 0.25% | 4.15 CHF | 4.16 CHF | 140,000 | 140,000 | 61,343 | 61,343 | 251,150 CHF | 251,765 CHF | 99.67% | 99.67% |
06/05/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 142,000 | 142,000 | 61,419 | 61,419 | 247,506 CHF | 248,122 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 150,000 | 150,000 | 65,547 | 65,547 | 244,153 CHF | 244,809 CHF | 99.94% | 99.94% |
02/05/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 152,000 | 152,000 | 65,155 | 65,155 | 236,387 CHF | 237,040 CHF | 99.99% | 99.99% |
30/04/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 136,000 | 136,000 | 58,965 | 58,965 | 257,960 CHF | 258,551 CHF | 99.98% | 99.98% |