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 | 0.18% | 5.53 CHF | 5.54 CHF | 45,000 | 45,000 | 45,211 | 45,211 | 248,587 CHF | 249,039 CHF | 99.36% | 99.36% |
07/05/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 46,000 | 46,000 | 45,604 | 45,604 | 246,726 CHF | 247,182 CHF | 99.64% | 99.64% |
06/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 46,500 | 46,500 | 46,537 | 46,537 | 247,104 CHF | 247,569 CHF | 96.37% | 98.38% |
03/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 48,000 | 48,000 | 47,519 | 47,519 | 248,270 CHF | 248,746 CHF | 97.80% | 97.80% |
02/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 47,500 | 47,500 | 47,317 | 47,317 | 248,619 CHF | 249,093 CHF | 99.18% | 99.18% |
30/04/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 47,000 | 47,000 | 46,588 | 46,588 | 246,640 CHF | 247,106 CHF | 99.69% | 99.69% |
29/04/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 47,000 | 47,000 | 46,683 | 46,683 | 246,702 CHF | 247,169 CHF | 99.64% | 99.64% |
26/04/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 48,000 | 48,000 | 47,456 | 47,456 | 247,258 CHF | 247,733 CHF | 99.77% | 99.77% |
25/04/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 47,500 | 47,500 | 46,676 | 46,676 | 246,678 CHF | 247,145 CHF | 99.22% | 99.22% |
24/04/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 46,500 | 46,500 | 45,526 | 45,526 | 246,666 CHF | 247,122 CHF | 99.59% | 99.59% |