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% | 5.76 CHF | 5.77 CHF | 100,000 | 100,000 | 99,063 | 99,062 | 568,852 CHF | 569,838 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 562,076 CHF | 563,067 CHF | 99.92% | 99.92% |
14/05/2024 | 0.17% | 5.69 CHF | 5.70 CHF | 100,000 | 100,000 | 99,412 | 99,410 | 572,553 CHF | 573,536 CHF | 99.60% | 99.60% |
13/05/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 569,253 CHF | 570,245 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 577,907 CHF | 578,898 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 560,346 CHF | 561,337 CHF | 100.00% | 100.00% |
07/05/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 100,000 | 100,000 | 99,063 | 99,060 | 565,644 CHF | 566,617 CHF | 100.00% | 100.00% |
06/05/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 569,377 CHF | 570,369 CHF | 99.86% | 99.86% |
03/05/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 100,000 | 100,000 | 98,987 | 98,987 | 571,365 CHF | 572,356 CHF | 98.44% | 98.44% |
02/05/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 100,000 | 100,000 | 98,830 | 98,830 | 577,711 CHF | 578,701 CHF | 99.83% | 99.83% |