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% | 5.21 CHF | 5.22 CHF | 43,000 | 43,000 | 42,936 | 42,936 | 223,171 CHF | 223,601 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 43,000 | 43,000 | 42,889 | 42,889 | 223,661 CHF | 224,091 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 222,305 CHF | 222,735 CHF | 99.98% | 99.98% |
13/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 222,798 CHF | 223,228 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 221,196 CHF | 221,626 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 218,871 CHF | 219,311 CHF | 99.09% | 99.09% |
07/05/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 44,000 | 44,000 | 44,226 | 44,226 | 218,592 CHF | 219,034 CHF | 99.88% | 99.88% |
06/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 217,253 CHF | 217,704 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 216,633 CHF | 217,085 CHF | 99.98% | 99.98% |
02/05/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 217,364 CHF | 217,820 CHF | 100.00% | 100.00% |