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 | 0.23% | 5.53 CHF | 5.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 416,491 CHF | 417,466 CHF | 99.34% | 99.34% |
15/05/2024 | 0.25% | 5.60 CHF | 5.62 CHF | 75,000 | 75,000 | 74,236 | 74,236 | 413,708 CHF | 414,721 CHF | 98.95% | 98.95% |
14/05/2024 | 0.24% | 5.51 CHF | 5.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 407,967 CHF | 408,949 CHF | 99.99% | 99.99% |
13/05/2024 | 0.25% | 5.43 CHF | 5.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 408,886 CHF | 409,897 CHF | 99.37% | 99.37% |
10/05/2024 | 0.25% | 5.35 CHF | 5.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 395,679 CHF | 396,678 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 5.18 CHF | 5.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 390,728 CHF | 391,732 CHF | 100.00% | 100.00% |
07/05/2024 | 0.40% | 5.38 CHF | 5.39 CHF | 75,000 | 75,000 | 41,055 | 41,055 | 222,522 CHF | 223,372 CHF | 94.40% | 94.40% |
06/05/2024 | 0.30% | 4.70 CHF | 4.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 349,357 CHF | 350,417 CHF | 98.68% | 98.68% |
03/05/2024 | 0.24% | 4.59 CHF | 4.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 341,751 CHF | 342,583 CHF | 97.98% | 97.98% |
02/05/2024 | 0.30% | 4.48 CHF | 4.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 338,087 CHF | 339,120 CHF | 85.86% | 85.86% |