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 | 0.21% | 4.56 CHF | 4.57 CHF | 54,600 | 54,600 | 53,382 | 53,382 | 249,798 CHF | 250,332 CHF | 100.00% | 100.00% |
15/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 54,200 | 54,200 | 53,839 | 53,839 | 261,541 CHF | 262,081 CHF | 100.00% | 100.00% |
14/05/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 54,200 | 54,200 | 54,219 | 54,219 | 254,473 CHF | 255,015 CHF | 99.69% | 99.69% |
13/05/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 54,400 | 54,400 | 55,140 | 55,140 | 257,292 CHF | 257,843 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 56,100 | 56,100 | 54,978 | 54,978 | 260,264 CHF | 260,814 CHF | 99.99% | 99.99% |
08/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 57,400 | 57,400 | 57,155 | 57,155 | 253,191 CHF | 253,763 CHF | 99.14% | 99.14% |
07/05/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 57,200 | 57,200 | 56,960 | 56,960 | 253,332 CHF | 253,902 CHF | 99.64% | 99.64% |
06/05/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 57,800 | 57,800 | 57,562 | 57,562 | 258,715 CHF | 259,290 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 57,200 | 57,200 | 56,968 | 56,968 | 254,485 CHF | 255,055 CHF | 99.97% | 99.97% |
02/05/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 59,100 | 59,100 | 58,856 | 58,856 | 264,282 CHF | 264,870 CHF | 100.00% | 100.00% |