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 | 0.19% | 5.26 CHF | 5.27 CHF | 79,000 | 79,000 | 78,533 | 78,533 | 413,272 CHF | 414,057 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 79,000 | 79,000 | 79,043 | 79,043 | 409,182 CHF | 409,974 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 79,000 | 79,000 | 78,986 | 78,986 | 411,909 CHF | 412,699 CHF | 99.97% | 99.97% |
13/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 79,000 | 79,000 | 79,000 | 79,000 | 412,089 CHF | 412,879 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 79,000 | 79,000 | 79,155 | 79,155 | 410,228 CHF | 411,019 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 80,000 | 80,000 | 80,685 | 80,685 | 406,078 CHF | 406,885 CHF | 99.24% | 99.24% |
07/05/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 82,000 | 82,000 | 81,954 | 81,954 | 398,927 CHF | 399,747 CHF | 97.36% | 97.36% |
06/05/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 82,000 | 82,000 | 81,209 | 81,209 | 401,751 CHF | 402,563 CHF | 98.43% | 98.43% |
03/05/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 82,000 | 82,000 | 81,657 | 81,657 | 401,732 CHF | 402,548 CHF | 99.96% | 99.96% |
02/05/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 82,000 | 82,000 | 81,987 | 81,987 | 401,350 CHF | 402,170 CHF | 100.00% | 100.00% |