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 | 0.19% | 5.17 CHF | 5.18 CHF | 500,000 | 500,000 | 499,631 | 499,631 | 2,572,670 CHF | 2,577,670 CHF | 99.99% | 99.99% |
15/05/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 500,000 | 500,000 | 499,002 | 499,002 | 2,534,170 CHF | 2,539,170 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.09 CHF | 5.10 CHF | 500,000 | 500,000 | 499,878 | 499,878 | 2,581,020 CHF | 2,586,020 CHF | 99.99% | 99.99% |
13/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,578,820 CHF | 2,583,820 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,623,610 CHF | 2,628,610 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 500,000 | 500,000 | 499,893 | 499,893 | 2,532,880 CHF | 2,537,880 CHF | 99.29% | 99.29% |
07/05/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 500,000 | 500,000 | 499,707 | 499,707 | 2,558,970 CHF | 2,563,970 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,579,880 CHF | 2,584,880 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,592,900 CHF | 2,597,900 CHF | 99.94% | 99.94% |
02/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,627,770 CHF | 2,632,770 CHF | 100.00% | 100.00% |