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 | 0.20% | 4.80 CHF | 4.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 975,964 CHF | 977,964 CHF | 99.12% | 99.12% |
15/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 977,902 CHF | 979,902 CHF | 98.42% | 98.42% |
14/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 957,383 CHF | 959,383 CHF | 92.33% | 92.33% |
13/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 961,650 CHF | 963,650 CHF | 99.19% | 99.19% |
10/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 972,089 CHF | 974,089 CHF | 93.15% | 93.15% |
08/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 915,277 CHF | 917,277 CHF | 98.44% | 98.44% |
07/05/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 879,504 CHF | 881,504 CHF | 99.24% | 99.24% |
06/05/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 842,980 CHF | 844,980 CHF | 98.76% | 98.76% |
03/05/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 815,598 CHF | 817,598 CHF | 96.34% | 96.34% |
02/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 807,926 CHF | 809,926 CHF | 99.39% | 99.39% |