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 | 0.18% | 5.45 CHF | 5.46 CHF | 365,500 | 365,500 | 368,259 | 368,259 | 2,002,000 CHF | 2,005,680 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 370,700 | 370,700 | 372,409 | 372,409 | 1,999,000 CHF | 2,002,740 CHF | 99.84% | 99.84% |
14/05/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 375,200 | 375,200 | 375,440 | 375,440 | 1,986,120 CHF | 1,989,870 CHF | 99.30% | 99.30% |
13/05/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 375,700 | 375,700 | 376,420 | 376,420 | 1,980,830 CHF | 1,984,600 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 377,100 | 377,100 | 381,294 | 381,294 | 1,998,230 CHF | 2,002,040 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 381,700 | 381,700 | 379,768 | 379,768 | 1,966,870 CHF | 1,970,670 CHF | 98.95% | 98.95% |
07/05/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 378,600 | 378,600 | 377,897 | 377,897 | 1,973,710 CHF | 1,977,490 CHF | 99.34% | 99.34% |
06/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 377,600 | 377,600 | 379,693 | 379,693 | 1,984,290 CHF | 1,988,090 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 381,200 | 381,200 | 384,937 | 384,937 | 1,996,890 CHF | 2,000,740 CHF | 99.97% | 99.97% |
02/05/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 387,400 | 387,400 | 389,974 | 389,974 | 1,986,720 CHF | 1,990,620 CHF | 100.00% | 100.00% |