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 | 0.37% | 5.39 CHF | 5.41 CHF | 20,500 | 20,500 | 20,311 | 20,311 | 109,396 CHF | 109,803 CHF | 100.00% | 100.00% |
15/05/2024 | 0.37% | 5.39 CHF | 5.41 CHF | 20,500 | 20,500 | 21,118 | 21,118 | 114,079 CHF | 114,502 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 21,500 | 21,500 | 21,402 | 21,402 | 115,799 CHF | 116,227 CHF | 99.44% | 99.44% |
13/05/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 21,000 | 21,000 | 21,326 | 21,326 | 115,387 CHF | 115,813 CHF | 99.69% | 99.69% |
10/05/2024 | 0.37% | 5.43 CHF | 5.45 CHF | 22,500 | 22,500 | 22,428 | 22,428 | 121,840 CHF | 122,289 CHF | 99.73% | 99.73% |
08/05/2024 | 0.37% | 5.44 CHF | 5.46 CHF | 23,000 | 23,000 | 22,979 | 22,979 | 125,101 CHF | 125,561 CHF | 99.46% | 99.46% |
07/05/2024 | 0.37% | 5.44 CHF | 5.46 CHF | 23,000 | 23,000 | 22,743 | 22,743 | 123,794 CHF | 124,249 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 24,500 | 24,500 | 24,445 | 24,445 | 134,001 CHF | 134,254 CHF | 98.55% | 98.55% |
03/05/2024 | 0.27% | 5.46 CHF | 5.48 CHF | 24,000 | 24,000 | 24,016 | 24,016 | 131,350 CHF | 131,705 CHF | 98.48% | 98.48% |
02/05/2024 | 0.26% | 5.46 CHF | 5.48 CHF | 24,000 | 24,000 | 24,233 | 24,233 | 132,603 CHF | 132,943 CHF | 99.51% | 99.51% |