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% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,863 CHF | 215,563 CHF | 99.28% | 99.28% |
15/05/2024 | 0.33% | 4.38 CHF | 4.40 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 212,929 CHF | 213,628 CHF | 98.93% | 98.93% |
14/05/2024 | 0.33% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,369 CHF | 212,069 CHF | 99.45% | 99.45% |
13/05/2024 | 0.33% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,314 CHF | 211,014 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 4.15 CHF | 4.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,178 CHF | 208,878 CHF | 99.97% | 99.97% |
08/05/2024 | 0.32% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,591 CHF | 201,241 CHF | 100.00% | 100.00% |
07/05/2024 | 0.36% | 3.90 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,716 CHF | 192,416 CHF | 98.92% | 98.92% |
06/05/2024 | 0.33% | 3.81 CHF | 3.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,392 CHF | 190,020 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,044 CHF | 186,749 CHF | 98.13% | 98.13% |
02/05/2024 | 0.36% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,257 CHF | 186,926 CHF | 99.13% | 99.13% |