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 | 0.33% | 4.15 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,463 CHF | 210,163 CHF | 99.28% | 99.28% |
15/05/2024 | 0.34% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 207,585 CHF | 208,283 CHF | 98.93% | 98.93% |
14/05/2024 | 0.34% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,969 CHF | 206,669 CHF | 99.45% | 99.45% |
13/05/2024 | 0.34% | 4.15 CHF | 4.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,914 CHF | 205,614 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 4.04 CHF | 4.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,778 CHF | 203,478 CHF | 99.97% | 99.97% |
08/05/2024 | 0.33% | 3.92 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,191 CHF | 195,841 CHF | 100.00% | 100.00% |
07/05/2024 | 0.38% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,316 CHF | 187,016 CHF | 98.92% | 98.92% |
06/05/2024 | 0.38% | 3.71 CHF | 3.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,982 CHF | 184,687 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 3.63 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,634 CHF | 181,335 CHF | 97.34% | 97.34% |
02/05/2024 | 0.37% | 3.64 CHF | 3.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,856 CHF | 181,530 CHF | 99.00% | 99.00% |