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 | 0.18% | 5.49 CHF | 5.50 CHF | 50,000 | 50,000 | 49,527 | 49,525 | 274,611 CHF | 275,097 CHF | 99.20% | 99.20% |
22/05/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 273,538 CHF | 274,034 CHF | 100.00% | 100.00% |
21/05/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 275,633 CHF | 276,129 CHF | 100.00% | 100.00% |
17/05/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 278,075 CHF | 278,566 CHF | 100.00% | 100.00% |
16/05/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 274,355 CHF | 274,851 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 50,000 | 50,000 | 49,533 | 49,530 | 271,683 CHF | 272,162 CHF | 100.00% | 100.00% |
14/05/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 50,000 | 50,000 | 49,492 | 49,492 | 275,997 CHF | 276,493 CHF | 100.00% | 100.00% |
13/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 276,483 CHF | 276,979 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 281,210 CHF | 281,705 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 273,394 CHF | 273,890 CHF | 100.00% | 100.00% |