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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.26% | 5.35 CHF | 5.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 398,724 CHF | 399,746 CHF | 100.00% | 100.00% |
16/05/2024 | 0.24% | 5.30 CHF | 5.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 399,241 CHF | 400,216 CHF | 99.34% | 99.34% |
15/05/2024 | 0.26% | 5.37 CHF | 5.39 CHF | 75,000 | 75,000 | 74,236 | 74,236 | 396,634 CHF | 397,646 CHF | 98.95% | 98.95% |
14/05/2024 | 0.25% | 5.28 CHF | 5.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 390,717 CHF | 391,699 CHF | 99.99% | 99.99% |
13/05/2024 | 0.26% | 5.20 CHF | 5.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 391,636 CHF | 392,647 CHF | 99.37% | 99.37% |
10/05/2024 | 0.26% | 5.12 CHF | 5.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 378,429 CHF | 379,428 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 4.95 CHF | 4.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 373,478 CHF | 374,482 CHF | 100.00% | 100.00% |
07/05/2024 | 0.42% | 5.15 CHF | 5.16 CHF | 75,000 | 75,000 | 40,990 | 40,990 | 212,692 CHF | 213,542 CHF | 96.17% | 96.17% |
06/05/2024 | 0.32% | 4.47 CHF | 4.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 332,107 CHF | 333,167 CHF | 98.68% | 98.68% |
03/05/2024 | 0.26% | 4.36 CHF | 4.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 324,500 CHF | 325,332 CHF | 97.92% | 97.92% |