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% | 5.69 CHF | 5.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,834,040 CHF | 567,808 CHF | 99.26% | 99.26% |
22/05/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,820,140 CHF | 565,027 CHF | 99.27% | 99.27% |
21/05/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,945,420 CHF | 590,083 CHF | 98.96% | 98.96% |
17/05/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,000,270 CHF | 601,055 CHF | 99.09% | 99.09% |
16/05/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,550,930 CHF | 511,187 CHF | 99.27% | 99.27% |
15/05/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,530,480 CHF | 507,095 CHF | 99.07% | 99.07% |
14/05/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,543,100 CHF | 509,619 CHF | 99.27% | 99.27% |
13/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,496,870 CHF | 500,374 CHF | 98.47% | 98.47% |
10/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,522,660 CHF | 505,532 CHF | 99.27% | 99.27% |
08/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,377,280 CHF | 476,456 CHF | 99.27% | 99.27% |