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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 199,398 CHF | 199,748 CHF | 99.39% | 99.39% |
07/05/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 195,211 CHF | 195,561 CHF | 99.25% | 99.25% |
06/05/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 199,386 CHF | 199,736 CHF | 99.22% | 99.22% |
03/05/2024 | 0.17% | 5.71 CHF | 5.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 203,395 CHF | 203,745 CHF | 99.38% | 99.38% |
02/05/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 205,712 CHF | 206,062 CHF | 99.39% | 99.39% |
30/04/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 204,712 CHF | 205,062 CHF | 99.43% | 99.43% |
29/04/2024 | 0.16% | 6.10 CHF | 6.11 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 214,315 CHF | 214,665 CHF | 99.29% | 99.29% |
26/04/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 217,003 CHF | 217,353 CHF | 97.24% | 97.24% |
25/04/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 219,821 CHF | 220,171 CHF | 83.16% | 83.16% |
24/04/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 218,337 CHF | 218,687 CHF | 99.39% | 99.39% |