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 | 0.30% | 5.19 CHF | 5.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,041,350 CHF | 1,044,500 CHF | 99.11% | 99.11% |
15/05/2024 | 0.32% | 5.10 CHF | 5.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 996,905 CHF | 1,000,110 CHF | 98.86% | 98.86% |
14/05/2024 | 0.34% | 4.88 CHF | 4.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 960,673 CHF | 963,898 CHF | 99.40% | 99.40% |
13/05/2024 | 0.32% | 4.81 CHF | 4.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 961,163 CHF | 964,290 CHF | 98.91% | 98.91% |
10/05/2024 | 0.33% | 4.75 CHF | 4.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 943,276 CHF | 946,424 CHF | 99.98% | 99.98% |
08/05/2024 | 0.35% | 4.44 CHF | 4.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 883,034 CHF | 886,148 CHF | 99.67% | 99.67% |
07/05/2024 | 0.38% | 4.32 CHF | 4.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 839,496 CHF | 842,707 CHF | 96.81% | 96.81% |
06/05/2024 | 0.40% | 3.93 CHF | 3.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 790,806 CHF | 793,972 CHF | 99.85% | 99.85% |
03/05/2024 | 0.42% | 3.80 CHF | 3.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 759,175 CHF | 762,359 CHF | 96.44% | 96.44% |
02/05/2024 | 0.42% | 3.67 CHF | 3.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 751,862 CHF | 755,057 CHF | 99.31% | 99.31% |