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 | 0.69% | 4.26 CHF | 4.29 CHF | 40,000 | 40,000 | 39,952 | 39,952 | 173,215 CHF | 174,415 CHF | 100.00% | 100.00% |
15/05/2024 | 0.73% | 4.17 CHF | 4.20 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 164,016 CHF | 165,216 CHF | 100.00% | 100.00% |
14/05/2024 | 0.73% | 4.10 CHF | 4.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 163,001 CHF | 164,201 CHF | 99.81% | 99.81% |
13/05/2024 | 0.75% | 4.01 CHF | 4.04 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 159,837 CHF | 161,037 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 4.06 CHF | 4.09 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 165,355 CHF | 166,555 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 4.16 CHF | 4.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 165,839 CHF | 167,039 CHF | 99.77% | 99.77% |
07/05/2024 | 0.68% | 4.39 CHF | 4.42 CHF | 40,000 | 40,000 | 39,972 | 39,972 | 176,663 CHF | 177,863 CHF | 98.97% | 98.97% |
06/05/2024 | 0.69% | 4.42 CHF | 4.45 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 174,557 CHF | 175,757 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 4.13 CHF | 4.16 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 163,186 CHF | 164,386 CHF | 99.90% | 99.90% |
02/05/2024 | 0.72% | 4.09 CHF | 4.12 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 165,881 CHF | 167,081 CHF | 99.61% | 99.61% |