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% | 5.37 CHF | 5.38 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 535,257 CHF | 536,248 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 100,000 | 100,000 | 99,107 | 99,107 | 523,289 CHF | 524,281 CHF | 99.79% | 99.79% |
14/05/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 507,003 CHF | 507,998 CHF | 99.55% | 99.55% |
13/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 504,081 CHF | 505,072 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 527,886 CHF | 528,878 CHF | 99.98% | 99.98% |
08/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 478,816 CHF | 479,808 CHF | 100.00% | 100.00% |
07/05/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 482,105 CHF | 483,097 CHF | 100.00% | 100.00% |
06/05/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 485,426 CHF | 486,417 CHF | 99.73% | 99.73% |
03/05/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 100,000 | 100,000 | 99,230 | 99,230 | 467,681 CHF | 468,674 CHF | 97.45% | 97.45% |
02/05/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 472,309 CHF | 473,301 CHF | 99.91% | 99.91% |