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% | 4.75 CHF | 4.76 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 94,810 CHF | 118,762 CHF | 99.39% | 99.39% |
15/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 91,176 CHF | 114,219 CHF | 99.39% | 99.39% |
14/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 89,930 CHF | 112,662 CHF | 99.16% | 99.16% |
13/05/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 92,461 CHF | 115,826 CHF | 99.38% | 99.38% |
10/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 93,753 CHF | 117,442 CHF | 96.00% | 96.00% |
08/05/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 82,570 CHF | 103,462 CHF | 99.39% | 99.39% |
07/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 75,592 CHF | 94,740 CHF | 99.23% | 99.23% |
06/05/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 72,769 CHF | 91,211 CHF | 99.22% | 99.22% |
03/05/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 71,270 CHF | 89,338 CHF | 99.39% | 99.39% |
02/05/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 74,409 CHF | 93,262 CHF | 99.38% | 99.38% |