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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 37,000 | 37,000 | 37,226 | 37,226 | 190,637 CHF | 191,010 CHF | 99.24% | 99.24% |
13/05/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 37,000 | 37,000 | 36,623 | 36,623 | 194,740 CHF | 195,107 CHF | 99.81% | 99.81% |
10/05/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 36,000 | 36,000 | 36,604 | 36,604 | 195,626 CHF | 195,992 CHF | 99.48% | 99.48% |
08/05/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 37,000 | 37,000 | 37,024 | 37,024 | 190,188 CHF | 190,558 CHF | 99.53% | 99.53% |
07/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 38,000 | 38,000 | 37,598 | 37,598 | 187,628 CHF | 188,004 CHF | 99.77% | 99.77% |
06/05/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 38,000 | 38,000 | 37,562 | 37,562 | 183,964 CHF | 184,340 CHF | 98.69% | 98.69% |
03/05/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 39,000 | 39,000 | 38,168 | 38,168 | 183,533 CHF | 183,915 CHF | 97.94% | 97.94% |
02/05/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 39,000 | 39,000 | 38,790 | 38,790 | 185,342 CHF | 185,730 CHF | 99.36% | 99.36% |
30/04/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 39,000 | 39,000 | 38,710 | 38,710 | 186,526 CHF | 186,914 CHF | 99.73% | 99.73% |
29/04/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 38,000 | 38,000 | 37,780 | 37,780 | 182,890 CHF | 183,268 CHF | 99.68% | 99.68% |