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 | 0.20% | 5.25 CHF | 5.26 CHF | 115,000 | 115,000 | 50,679 | 50,679 | 265,086 CHF | 265,593 CHF | 99.44% | 99.44% |
28/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 115,000 | 115,000 | 51,633 | 51,633 | 270,002 CHF | 270,520 CHF | 99.81% | 99.81% |
27/05/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 46,000 | 46,000 | 36,859 | 36,859 | 192,725 CHF | 193,094 CHF | 99.08% | 99.08% |
24/05/2024 | 0.20% | 5.30 CHF | 5.31 CHF | 115,000 | 115,000 | 51,583 | 51,583 | 264,614 CHF | 265,130 CHF | 100.00% | 100.00% |
23/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 115,000 | 115,000 | 51,365 | 51,365 | 263,710 CHF | 264,226 CHF | 99.84% | 99.84% |
22/05/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 115,000 | 115,000 | 52,036 | 52,036 | 264,392 CHF | 264,913 CHF | 100.00% | 100.00% |
21/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 120,000 | 120,000 | 53,089 | 53,089 | 268,311 CHF | 268,843 CHF | 99.41% | 99.41% |
17/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 115,000 | 115,000 | 51,763 | 51,763 | 264,879 CHF | 265,398 CHF | 99.33% | 99.33% |
16/05/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 115,000 | 115,000 | 51,438 | 51,438 | 267,870 CHF | 268,386 CHF | 99.89% | 99.89% |
15/05/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 115,000 | 115,000 | 51,525 | 51,525 | 263,990 CHF | 264,507 CHF | 100.00% | 100.00% |