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 | 0.23% | 4.26 CHF | 4.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 973,319 CHF | 325,190 CHF | 97.69% | 97.69% |
15/05/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 971,937 CHF | 324,729 CHF | 97.23% | 97.23% |
14/05/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 957,524 CHF | 319,925 CHF | 95.12% | 95.12% |
13/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 958,491 CHF | 320,247 CHF | 96.52% | 96.52% |
10/05/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 966,097 CHF | 322,782 CHF | 98.41% | 98.41% |
08/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 900,171 CHF | 300,807 CHF | 98.36% | 98.36% |
07/05/2024 | 0.27% | 3.90 CHF | 3.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 847,196 CHF | 283,149 CHF | 98.28% | 98.28% |
06/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 802,994 CHF | 268,415 CHF | 98.83% | 98.83% |
03/05/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 767,099 CHF | 256,450 CHF | 97.68% | 97.68% |
02/05/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 749,837 CHF | 250,696 CHF | 99.12% | 99.12% |