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% | 5.70 CHF | 5.71 CHF | 2,000 | 2,000 | 1,982 | 1,982 | 11,335 CHF | 11,355 CHF | 99.49% | 99.49% |
15/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,853 CHF | 10,873 CHF | 99.94% | 99.94% |
14/05/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 2,000 | 2,000 | 1,982 | 1,982 | 10,570 CHF | 10,590 CHF | 99.18% | 99.18% |
13/05/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 10,455 CHF | 10,475 CHF | 99.77% | 99.77% |
10/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 2,000 | 2,000 | 1,983 | 1,983 | 10,525 CHF | 10,545 CHF | 99.56% | 99.56% |
08/05/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 2,000 | 2,000 | 1,995 | 1,995 | 10,559 CHF | 10,579 CHF | 86.69% | 99.50% |
07/05/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 2,000 | 2,000 | 1,978 | 1,978 | 10,166 CHF | 10,186 CHF | 99.79% | 99.79% |
06/05/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 2,000 | 2,000 | 1,977 | 1,977 | 10,085 CHF | 10,105 CHF | 98.27% | 98.27% |
03/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 2,000 | 2,000 | 1,991 | 1,991 | 10,090 CHF | 10,110 CHF | 97.19% | 97.19% |
02/05/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 2,000 | 2,000 | 1,989 | 1,989 | 10,557 CHF | 10,577 CHF | 99.27% | 99.27% |