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% | 4.92 CHF | 4.93 CHF | 80,000 | 80,000 | 79,875 | 79,875 | 388,371 CHF | 389,171 CHF | 100.00% | 100.00% |
15/05/2024 | 0.25% | 4.67 CHF | 4.68 CHF | 80,000 | 80,000 | 76,900 | 76,900 | 336,313 CHF | 337,103 CHF | 99.89% | 99.89% |
14/05/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 328,238 CHF | 329,038 CHF | 99.70% | 99.70% |
13/05/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 332,836 CHF | 333,636 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 332,710 CHF | 333,510 CHF | 99.99% | 99.99% |
08/05/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 90,000 | 90,000 | 89,494 | 89,494 | 339,140 CHF | 340,040 CHF | 99.67% | 99.67% |
07/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 90,000 | 90,000 | 89,956 | 89,956 | 343,615 CHF | 344,515 CHF | 99.75% | 99.75% |
06/05/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 314,006 CHF | 314,906 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 278,967 CHF | 279,867 CHF | 99.52% | 99.52% |
02/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 277,605 CHF | 278,605 CHF | 99.49% | 99.49% |