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 | 0.36% | 3.73 CHF | 3.75 CHF | 150,000 | 150,000 | 149,658 | 149,658 | 557,103 CHF | 559,113 CHF | 99.17% | 99.17% |
15/05/2024 | 0.41% | 3.79 CHF | 3.80 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 580,247 CHF | 582,627 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 3.94 CHF | 3.96 CHF | 125,000 | 125,000 | 124,683 | 124,683 | 497,810 CHF | 499,528 CHF | 100.00% | 100.00% |
13/05/2024 | 0.36% | 3.99 CHF | 4.00 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 498,990 CHF | 500,814 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 4.03 CHF | 4.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 506,917 CHF | 508,788 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 4.26 CHF | 4.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 535,264 CHF | 536,958 CHF | 100.00% | 100.00% |
07/05/2024 | 0.35% | 4.36 CHF | 4.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 445,910 CHF | 447,466 CHF | 100.00% | 100.00% |
06/05/2024 | 0.32% | 4.68 CHF | 4.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 466,000 CHF | 467,491 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 4.79 CHF | 4.80 CHF | 100,000 | 100,000 | 99,788 | 99,788 | 478,093 CHF | 479,668 CHF | 100.00% | 100.00% |
02/05/2024 | 0.33% | 4.90 CHF | 4.91 CHF | 100,000 | 100,000 | 99,537 | 99,537 | 480,273 CHF | 481,842 CHF | 100.00% | 100.00% |