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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 625,866 CHF | 627,466 CHF | 99.99% | 99.99% |
23/05/2024 | 0.24% | 3.94 CHF | 3.95 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 656,868 CHF | 658,468 CHF | 99.94% | 99.94% |
22/05/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 730,412 CHF | 732,012 CHF | 100.00% | 100.00% |
21/05/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 160,000 | 160,000 | 159,828 | 159,828 | 743,538 CHF | 745,138 CHF | 99.99% | 99.99% |
17/05/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 699,622 CHF | 701,222 CHF | 100.00% | 100.00% |
16/05/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 160,000 | 160,000 | 159,772 | 159,772 | 682,767 CHF | 684,367 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 160,000 | 160,000 | 159,709 | 159,709 | 662,748 CHF | 664,348 CHF | 99.83% | 99.83% |
14/05/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 634,503 CHF | 636,103 CHF | 99.89% | 99.89% |
13/05/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 632,520 CHF | 634,120 CHF | 99.45% | 99.45% |
10/05/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 669,646 CHF | 671,246 CHF | 100.00% | 100.00% |