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 | 0.20% | 5.14 CHF | 5.15 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 253,928 CHF | 254,424 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 251,196 CHF | 251,692 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 50,000 | 50,000 | 49,643 | 49,643 | 256,281 CHF | 256,778 CHF | 99.61% | 99.61% |
13/05/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 256,010 CHF | 256,506 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 260,718 CHF | 261,214 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 252,852 CHF | 253,348 CHF | 100.00% | 100.00% |
07/05/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 255,900 CHF | 256,396 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 257,561 CHF | 258,057 CHF | 99.72% | 99.72% |
03/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 50,000 | 50,000 | 49,792 | 49,792 | 260,130 CHF | 260,628 CHF | 97.57% | 97.57% |
02/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 261,225 CHF | 261,721 CHF | 99.83% | 99.83% |