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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.36% | 5.41 CHF | 5.43 CHF | 46,000 | 46,000 | 45,820 | 45,820 | 252,522 CHF | 253,441 CHF | 100.00% | 100.00% |
14/05/2024 | 0.36% | 5.49 CHF | 5.51 CHF | 45,900 | 45,900 | 45,056 | 45,056 | 250,758 CHF | 251,659 CHF | 99.99% | 99.99% |
13/05/2024 | 0.35% | 5.62 CHF | 5.64 CHF | 44,500 | 44,500 | 44,440 | 44,440 | 253,587 CHF | 254,476 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 5.81 CHF | 5.83 CHF | 44,400 | 44,400 | 43,678 | 43,678 | 251,894 CHF | 252,767 CHF | 99.99% | 99.99% |
08/05/2024 | 0.34% | 5.83 CHF | 5.85 CHF | 43,800 | 43,800 | 43,800 | 43,800 | 255,395 CHF | 256,271 CHF | 99.16% | 99.16% |
07/05/2024 | 0.34% | 5.79 CHF | 5.81 CHF | 43,800 | 43,800 | 43,197 | 43,197 | 251,278 CHF | 252,142 CHF | 99.69% | 99.69% |
06/05/2024 | 0.34% | 5.89 CHF | 5.91 CHF | 42,800 | 42,800 | 42,439 | 42,439 | 252,551 CHF | 253,399 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 6.05 CHF | 6.07 CHF | 42,200 | 42,200 | 42,688 | 42,688 | 256,113 CHF | 256,967 CHF | 98.75% | 98.75% |
02/05/2024 | 0.34% | 5.86 CHF | 5.88 CHF | 43,000 | 43,000 | 44,985 | 44,985 | 265,020 CHF | 265,920 CHF | 99.98% | 99.98% |
30/04/2024 | 0.35% | 5.62 CHF | 5.64 CHF | 44,000 | 44,000 | 43,680 | 43,680 | 252,835 CHF | 253,709 CHF | 99.98% | 99.98% |