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 | 0.18% | 5.60 CHF | 5.61 CHF | 47,800 | 47,800 | 47,800 | 47,800 | 265,017 CHF | 265,495 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 47,900 | 47,900 | 47,900 | 47,900 | 269,573 CHF | 270,052 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 48,700 | 48,700 | 48,694 | 48,694 | 267,321 CHF | 267,808 CHF | 99.44% | 99.44% |
07/05/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 48,700 | 48,700 | 48,675 | 48,675 | 261,770 CHF | 262,257 CHF | 99.92% | 99.92% |
06/05/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 50,100 | 50,100 | 50,100 | 50,100 | 268,948 CHF | 269,449 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 50,300 | 50,300 | 50,300 | 50,300 | 264,055 CHF | 264,558 CHF | 100.00% | 100.00% |
02/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50,100 | 50,100 | 50,100 | 50,100 | 259,602 CHF | 260,103 CHF | 99.57% | 99.57% |
30/04/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 49,700 | 49,700 | 49,674 | 49,674 | 262,273 CHF | 262,770 CHF | 99.39% | 99.39% |
29/04/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 50,600 | 50,600 | 50,592 | 50,592 | 262,912 CHF | 263,418 CHF | 99.60% | 99.60% |
26/04/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 51,300 | 51,300 | 51,300 | 51,300 | 265,092 CHF | 265,605 CHF | 99.69% | 99.69% |