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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 500,000 | 500,000 | 497,152 | 497,152 | 2,620,330 CHF | 2,625,330 CHF | 100.00% | 100.00% |
22/05/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,629,600 CHF | 2,634,600 CHF | 100.00% | 100.00% |
21/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500,000 | 500,000 | 499,482 | 499,482 | 2,641,160 CHF | 2,646,160 CHF | 100.00% | 100.00% |
17/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,663,760 CHF | 2,668,760 CHF | 100.00% | 100.00% |
16/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 500,000 | 500,000 | 499,629 | 499,629 | 2,623,550 CHF | 2,628,550 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 500,000 | 500,000 | 499,033 | 499,033 | 2,585,190 CHF | 2,590,190 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500,000 | 500,000 | 499,879 | 499,879 | 2,632,060 CHF | 2,637,060 CHF | 100.00% | 100.00% |
13/05/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,630,320 CHF | 2,635,320 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,674,600 CHF | 2,679,600 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500,000 | 500,000 | 499,893 | 499,893 | 2,583,770 CHF | 2,588,770 CHF | 99.29% | 99.29% |