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 | 0.34% | 4.61 CHF | 4.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,315,070 CHF | 439,856 CHF | 99.21% | 99.21% |
15/05/2024 | 0.37% | 4.22 CHF | 4.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,217,460 CHF | 407,320 CHF | 99.15% | 99.15% |
14/05/2024 | 0.38% | 3.97 CHF | 3.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,168,710 CHF | 391,070 CHF | 99.20% | 99.20% |
13/05/2024 | 0.38% | 4.01 CHF | 4.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,191,030 CHF | 398,509 CHF | 98.39% | 98.39% |
10/05/2024 | 0.37% | 3.96 CHF | 3.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,210,370 CHF | 404,957 CHF | 99.22% | 99.22% |
08/05/2024 | 0.37% | 4.03 CHF | 4.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,219,670 CHF | 408,056 CHF | 99.21% | 99.21% |
07/05/2024 | 0.36% | 4.18 CHF | 4.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,234,960 CHF | 413,154 CHF | 99.24% | 99.24% |
06/05/2024 | 0.37% | 4.12 CHF | 4.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,213,740 CHF | 406,079 CHF | 99.22% | 99.22% |
03/05/2024 | 0.40% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,120,500 CHF | 375,001 CHF | 99.05% | 99.05% |
02/05/2024 | 0.41% | 3.66 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,106,240 CHF | 370,247 CHF | 99.17% | 99.17% |