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 | 0.18% | 5.66 CHF | 5.67 CHF | 250,000 | 250,000 | 249,793 | 249,802 | 1,421,950 CHF | 1,424,500 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 250,000 | 250,000 | 249,517 | 249,517 | 1,389,550 CHF | 1,392,050 CHF | 99.83% | 99.83% |
14/05/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 1,347,220 CHF | 1,349,720 CHF | 99.89% | 99.89% |
13/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,344,140 CHF | 1,346,640 CHF | 99.45% | 99.45% |
10/05/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 250,000 | 250,000 | 249,996 | 250,000 | 1,404,390 CHF | 1,406,910 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 250,000 | 250,000 | 249,945 | 249,945 | 1,280,320 CHF | 1,282,820 CHF | 99.29% | 99.29% |
07/05/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 250,000 | 250,000 | 249,847 | 249,847 | 1,287,560 CHF | 1,290,060 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,296,830 CHF | 1,299,330 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,250,370 CHF | 1,252,870 CHF | 98.18% | 98.18% |
02/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,264,500 CHF | 1,267,000 CHF | 99.98% | 99.98% |