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 | 0.22% | 4.70 CHF | 4.71 CHF | 180,000 | 180,000 | 80,151 | 80,151 | 378,917 CHF | 379,722 CHF | 99.99% | 99.99% |
14/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 178,000 | 178,000 | 79,993 | 79,993 | 378,406 CHF | 379,208 CHF | 100.00% | 100.00% |
13/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 178,000 | 178,000 | 79,230 | 79,230 | 381,581 CHF | 382,375 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 176,000 | 176,000 | 78,523 | 78,523 | 385,322 CHF | 386,109 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 176,000 | 176,000 | 77,915 | 77,915 | 378,049 CHF | 378,830 CHF | 98.97% | 98.97% |
07/05/2024 | 0.21% | 4.91 CHF | 4.92 CHF | 174,000 | 174,000 | 78,763 | 78,763 | 383,806 CHF | 384,596 CHF | 99.67% | 99.67% |
06/05/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 178,000 | 178,000 | 80,099 | 80,099 | 381,132 CHF | 381,934 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 4.76 CHF | 4.77 CHF | 178,000 | 178,000 | 79,331 | 79,331 | 376,577 CHF | 377,371 CHF | 99.96% | 99.96% |
02/05/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 180,000 | 180,000 | 81,279 | 81,279 | 373,498 CHF | 374,312 CHF | 99.98% | 99.98% |
30/04/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 182,000 | 182,000 | 80,715 | 80,715 | 372,098 CHF | 372,907 CHF | 99.99% | 99.99% |