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 | 0.58% | 5.07 CHF | 5.10 CHF | 40,000 | 40,000 | 39,952 | 39,952 | 205,766 CHF | 206,966 CHF | 100.00% | 100.00% |
15/05/2024 | 0.62% | 4.95 CHF | 4.98 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 193,746 CHF | 194,946 CHF | 100.00% | 100.00% |
14/05/2024 | 0.62% | 4.85 CHF | 4.88 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 192,252 CHF | 193,452 CHF | 99.80% | 99.80% |
13/05/2024 | 0.64% | 4.72 CHF | 4.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 187,783 CHF | 188,983 CHF | 100.00% | 100.00% |
10/05/2024 | 0.62% | 4.76 CHF | 4.79 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 193,399 CHF | 194,599 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 4.84 CHF | 4.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 193,051 CHF | 194,251 CHF | 99.77% | 99.77% |
07/05/2024 | 0.58% | 5.11 CHF | 5.14 CHF | 40,000 | 40,000 | 39,974 | 39,974 | 205,758 CHF | 206,958 CHF | 98.43% | 98.43% |
06/05/2024 | 0.59% | 5.16 CHF | 5.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 203,328 CHF | 204,528 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 4.79 CHF | 4.82 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 188,721 CHF | 189,921 CHF | 99.87% | 99.87% |
02/05/2024 | 0.63% | 4.72 CHF | 4.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 191,346 CHF | 192,546 CHF | 99.56% | 99.56% |