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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.33% | 4.59 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,804 CHF | 229,554 CHF | 98.52% | 98.52% |
22/05/2024 | 0.34% | 4.41 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,857 CHF | 220,607 CHF | 92.19% | 92.19% |
21/05/2024 | 0.32% | 4.45 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,881 CHF | 220,581 CHF | 99.98% | 99.98% |
17/05/2024 | 0.35% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,898 CHF | 212,648 CHF | 100.00% | 100.00% |
16/05/2024 | 0.32% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,213 CHF | 218,913 CHF | 99.28% | 99.28% |
15/05/2024 | 0.32% | 4.45 CHF | 4.47 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 216,245 CHF | 216,944 CHF | 98.93% | 98.93% |
14/05/2024 | 0.33% | 4.33 CHF | 4.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,719 CHF | 215,419 CHF | 99.44% | 99.44% |
13/05/2024 | 0.33% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,664 CHF | 214,364 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 4.21 CHF | 4.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,478 CHF | 212,178 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 4.09 CHF | 4.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,891 CHF | 204,591 CHF | 100.00% | 100.00% |