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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 231,469 CHF | 231,899 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 229,840 CHF | 230,270 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 44,000 | 44,000 | 43,993 | 43,993 | 227,720 CHF | 228,160 CHF | 99.09% | 99.09% |
07/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 44,000 | 44,000 | 44,226 | 44,226 | 227,504 CHF | 227,946 CHF | 99.88% | 99.88% |
06/05/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 226,344 CHF | 226,795 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 225,713 CHF | 226,164 CHF | 99.95% | 99.95% |
02/05/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 226,522 CHF | 226,978 CHF | 99.99% | 99.99% |
30/04/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 45,000 | 45,000 | 44,969 | 44,969 | 225,702 CHF | 226,152 CHF | 100.00% | 100.00% |
29/04/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 225,446 CHF | 225,896 CHF | 100.00% | 100.00% |
26/04/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 226,345 CHF | 226,796 CHF | 99.58% | 99.58% |