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% | 4.85 CHF | 4.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,004,580 CHF | 1,006,580 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,012,160 CHF | 1,014,160 CHF | 97.65% | 97.65% |
14/05/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 972,827 CHF | 974,827 CHF | 91.69% | 91.69% |
13/05/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 982,974 CHF | 984,974 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,004,920 CHF | 1,006,920 CHF | 99.80% | 99.80% |
08/05/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 897,789 CHF | 899,789 CHF | 100.00% | 100.00% |
07/05/2024 | 0.24% | 4.40 CHF | 4.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 825,869 CHF | 827,869 CHF | 100.00% | 100.00% |
06/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 754,634 CHF | 756,634 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 700,601 CHF | 702,601 CHF | 91.26% | 91.26% |
02/05/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 684,474 CHF | 686,474 CHF | 100.00% | 100.00% |