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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 41,300 | 41,300 | 41,250 | 41,250 | 196,985 CHF | 197,397 CHF | 99.47% | 99.47% |
28/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 40,700 | 40,700 | 40,469 | 40,469 | 194,872 CHF | 195,277 CHF | 100.00% | 100.00% |
27/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 40,400 | 40,400 | 39,792 | 39,792 | 192,834 CHF | 193,236 CHF | 99.79% | 99.79% |
24/05/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 39,500 | 39,500 | 38,487 | 38,487 | 188,950 CHF | 189,335 CHF | 99.99% | 99.99% |
23/05/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 38,400 | 38,400 | 38,386 | 38,386 | 196,736 CHF | 197,120 CHF | 99.65% | 99.65% |
22/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 37,200 | 37,200 | 37,200 | 37,200 | 187,824 CHF | 188,196 CHF | 100.00% | 100.00% |
21/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 35,900 | 35,900 | 35,893 | 35,893 | 192,220 CHF | 192,579 CHF | 98.79% | 98.79% |
17/05/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 36,900 | 36,900 | 36,900 | 36,900 | 199,942 CHF | 200,311 CHF | 99.26% | 99.26% |
16/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 40,300 | 40,300 | 40,252 | 40,252 | 214,461 CHF | 214,864 CHF | 100.00% | 100.00% |
15/05/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 43,200 | 43,200 | 43,087 | 43,087 | 197,841 CHF | 198,273 CHF | 99.99% | 99.99% |