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 | 0.25% | 4.07 CHF | 4.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 610,464 CHF | 611,964 CHF | 99.06% | 99.06% |
15/05/2024 | 0.24% | 4.03 CHF | 4.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 611,661 CHF | 613,161 CHF | 99.16% | 99.16% |
14/05/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 610,165 CHF | 611,665 CHF | 98.93% | 98.93% |
13/05/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 619,850 CHF | 621,350 CHF | 99.17% | 99.17% |
10/05/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 631,213 CHF | 632,713 CHF | 96.50% | 96.50% |
08/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 624,157 CHF | 625,657 CHF | 99.17% | 99.17% |
07/05/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 624,262 CHF | 625,762 CHF | 98.99% | 98.99% |
06/05/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 611,338 CHF | 612,838 CHF | 98.95% | 98.95% |
03/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 607,059 CHF | 608,559 CHF | 99.04% | 99.04% |
02/05/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 591,243 CHF | 592,743 CHF | 98.85% | 98.85% |