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 | 0.23% | 4.47 CHF | 4.48 CHF | 180,000 | 180,000 | 80,174 | 80,174 | 360,842 CHF | 361,646 CHF | 100.00% | 100.00% |
14/05/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 178,000 | 178,000 | 79,994 | 79,994 | 360,212 CHF | 361,014 CHF | 100.00% | 100.00% |
13/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 178,000 | 178,000 | 79,230 | 79,230 | 363,559 CHF | 364,353 CHF | 100.00% | 100.00% |
10/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 176,000 | 176,000 | 78,523 | 78,523 | 367,481 CHF | 368,268 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 176,000 | 176,000 | 77,921 | 77,921 | 360,373 CHF | 361,154 CHF | 98.97% | 98.97% |
07/05/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 174,000 | 174,000 | 78,757 | 78,757 | 365,897 CHF | 366,686 CHF | 99.67% | 99.67% |
06/05/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 178,000 | 178,000 | 80,103 | 80,103 | 363,029 CHF | 363,832 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 178,000 | 178,000 | 79,310 | 79,310 | 358,547 CHF | 359,342 CHF | 99.92% | 99.92% |
02/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 180,000 | 180,000 | 81,270 | 81,270 | 354,933 CHF | 355,747 CHF | 99.98% | 99.98% |
30/04/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 182,000 | 182,000 | 80,708 | 80,708 | 353,608 CHF | 354,417 CHF | 100.00% | 100.00% |