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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 150,000 | 100,000 | 148,295 | 98,863 | 802,915 CHF | 536,267 CHF | 95.99% | 95.99% |
03/05/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150,000 | 100,000 | 149,403 | 99,602 | 790,431 CHF | 527,951 CHF | 96.86% | 96.86% |
02/05/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 150,000 | 100,000 | 149,116 | 99,411 | 783,513 CHF | 523,337 CHF | 99.28% | 99.28% |
30/04/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150,000 | 100,000 | 149,277 | 99,518 | 802,778 CHF | 536,181 CHF | 99.65% | 99.65% |
29/04/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 150,000 | 100,000 | 148,300 | 98,867 | 813,366 CHF | 543,234 CHF | 99.61% | 99.61% |
26/04/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 150,000 | 100,000 | 149,655 | 99,770 | 811,378 CHF | 541,916 CHF | 99.21% | 99.21% |
25/04/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150,000 | 100,000 | 148,223 | 98,815 | 787,870 CHF | 526,236 CHF | 97.93% | 97.93% |
24/04/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 150,000 | 100,000 | 148,310 | 98,873 | 819,012 CHF | 546,998 CHF | 99.77% | 99.77% |
23/04/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 150,000 | 100,000 | 148,518 | 99,012 | 797,594 CHF | 532,720 CHF | 99.29% | 99.29% |
22/04/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 150,000 | 100,000 | 148,981 | 99,321 | 769,928 CHF | 514,279 CHF | 99.42% | 99.42% |