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 | 0.28% | 5.64 CHF | 5.65 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,195,880 CHF | 1,198,280 CHF | 99.00% | 99.00% |
15/05/2024 | 0.36% | 5.65 CHF | 5.69 CHF | 50,000 | 50,000 | 183,464 | 183,464 | 1,017,680 CHF | 1,020,010 CHF | 97.70% | 97.70% |
14/05/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 250,000 | 250,000 | 247,383 | 247,383 | 1,329,080 CHF | 1,331,570 CHF | 97.89% | 97.89% |
13/05/2024 | 0.20% | 5.30 CHF | 5.31 CHF | 250,000 | 250,000 | 246,257 | 246,257 | 1,319,700 CHF | 1,322,190 CHF | 99.93% | 99.93% |
10/05/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,400,070 CHF | 1,402,570 CHF | 98.67% | 98.67% |
08/05/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,276,060 CHF | 1,278,560 CHF | 100.00% | 100.00% |
07/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,283,910 CHF | 1,286,410 CHF | 99.97% | 99.97% |
06/05/2024 | 0.25% | 5.19 CHF | 5.20 CHF | 250,000 | 250,000 | 230,381 | 230,381 | 1,190,040 CHF | 1,192,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 4.93 CHF | 4.94 CHF | 250,000 | 250,000 | 214,893 | 214,893 | 1,072,320 CHF | 1,074,730 CHF | 97.31% | 97.31% |
02/05/2024 | 0.24% | 5.06 CHF | 5.07 CHF | 250,000 | 250,000 | 236,201 | 236,201 | 1,191,140 CHF | 1,193,600 CHF | 99.33% | 99.33% |