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 | 0.18% | 5.84 CHF | 5.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,423,770 CHF | 1,426,300 CHF | 100.00% | 100.00% |
16/05/2024 | 0.29% | 5.55 CHF | 5.56 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,178,220 CHF | 1,180,620 CHF | 99.00% | 99.00% |
15/05/2024 | 0.36% | 5.57 CHF | 5.61 CHF | 50,000 | 50,000 | 183,457 | 183,457 | 1,003,150 CHF | 1,005,480 CHF | 97.71% | 97.71% |
14/05/2024 | 0.20% | 5.33 CHF | 5.34 CHF | 250,000 | 250,000 | 247,383 | 247,383 | 1,309,510 CHF | 1,312,000 CHF | 97.88% | 97.88% |
13/05/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 250,000 | 250,000 | 246,257 | 246,257 | 1,300,240 CHF | 1,302,730 CHF | 99.93% | 99.93% |
10/05/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,379,940 CHF | 1,382,440 CHF | 98.68% | 98.68% |
08/05/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,256,300 CHF | 1,258,800 CHF | 100.00% | 100.00% |
07/05/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,264,160 CHF | 1,266,660 CHF | 99.90% | 99.90% |
06/05/2024 | 0.25% | 5.11 CHF | 5.12 CHF | 250,000 | 250,000 | 230,382 | 230,382 | 1,171,910 CHF | 1,174,360 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 4.85 CHF | 4.86 CHF | 250,000 | 250,000 | 214,959 | 214,959 | 1,055,670 CHF | 1,058,080 CHF | 97.18% | 97.18% |