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 | 0.20% | 5.05 CHF | 5.06 CHF | 29,000 | 29,000 | 28,860 | 28,860 | 145,942 CHF | 146,231 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 29,000 | 29,000 | 28,629 | 28,629 | 144,722 CHF | 145,009 CHF | 99.39% | 99.39% |
14/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 29,000 | 29,000 | 29,154 | 29,154 | 143,780 CHF | 144,072 CHF | 99.97% | 99.97% |
13/05/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 144,544 CHF | 144,842 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 30,000 | 30,000 | 29,876 | 29,876 | 144,243 CHF | 144,542 CHF | 99.99% | 99.99% |
08/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 31,000 | 31,000 | 30,865 | 30,865 | 140,209 CHF | 140,518 CHF | 99.25% | 99.25% |
07/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 31,000 | 31,000 | 31,016 | 31,016 | 139,943 CHF | 140,254 CHF | 98.96% | 98.96% |
06/05/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 32,000 | 32,000 | 31,867 | 31,867 | 140,881 CHF | 141,199 CHF | 99.10% | 99.10% |
03/05/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 136,936 CHF | 137,245 CHF | 99.96% | 99.96% |
02/05/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 136,754 CHF | 137,063 CHF | 99.99% | 99.99% |