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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 21,600 | 21,600 | 21,599 | 21,599 | 108,037 CHF | 108,253 CHF | 99.97% | 99.97% |
13/05/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 21,100 | 21,100 | 21,100 | 21,100 | 104,526 CHF | 104,737 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 4.99 CHF | 5.00 CHF | 21,000 | 21,000 | 20,949 | 20,949 | 107,747 CHF | 107,957 CHF | 99.99% | 99.99% |
08/05/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 21,000 | 21,000 | 20,995 | 20,995 | 107,610 CHF | 107,820 CHF | 99.24% | 99.24% |
07/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 21,600 | 21,600 | 21,647 | 21,647 | 106,279 CHF | 106,495 CHF | 97.61% | 97.61% |
06/05/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 21,600 | 21,600 | 21,800 | 21,800 | 106,082 CHF | 106,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 22,800 | 22,800 | 22,896 | 22,896 | 112,741 CHF | 112,970 CHF | 99.92% | 99.92% |
02/05/2024 | 0.21% | 4.59 CHF | 4.60 CHF | 22,500 | 22,500 | 22,506 | 22,506 | 105,484 CHF | 105,709 CHF | 99.99% | 99.99% |
30/04/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 22,100 | 22,100 | 21,967 | 21,967 | 105,802 CHF | 106,022 CHF | 99.98% | 99.98% |
29/04/2024 | 0.20% | 4.80 CHF | 4.81 CHF | 21,000 | 21,000 | 20,611 | 20,611 | 103,191 CHF | 103,397 CHF | 99.99% | 99.99% |