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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 234,389 CHF | 234,829 CHF | 99.09% | 99.09% |
07/05/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 44,000 | 44,000 | 44,227 | 44,227 | 234,202 CHF | 234,644 CHF | 99.89% | 99.89% |
06/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 233,161 CHF | 233,612 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 232,529 CHF | 232,980 CHF | 99.97% | 99.97% |
02/05/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 233,414 CHF | 233,870 CHF | 100.00% | 100.00% |
30/04/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 45,000 | 45,000 | 44,969 | 44,969 | 232,514 CHF | 232,964 CHF | 100.00% | 100.00% |
29/04/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 232,221 CHF | 232,671 CHF | 100.00% | 100.00% |
26/04/2024 | 0.19% | 5.07 CHF | 5.08 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 233,142 CHF | 233,593 CHF | 99.58% | 99.58% |
25/04/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 234,331 CHF | 234,780 CHF | 99.98% | 99.98% |
24/04/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 46,000 | 46,000 | 45,197 | 45,197 | 233,646 CHF | 234,098 CHF | 99.91% | 99.91% |