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 | 0.17% | 6.18 CHF | 6.19 CHF | 66,000 | 66,000 | 29,668 | 29,668 | 181,891 CHF | 182,189 CHF | 99.99% | 99.99% |
15/05/2024 | 0.19% | 5.96 CHF | 5.97 CHF | 73,600 | 73,600 | 33,696 | 33,696 | 184,516 CHF | 184,854 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 78,500 | 78,500 | 35,273 | 35,273 | 176,079 CHF | 176,432 CHF | 99.99% | 99.99% |
13/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 80,100 | 80,100 | 36,159 | 36,159 | 180,279 CHF | 180,641 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 83,600 | 83,600 | 37,161 | 37,161 | 184,917 CHF | 185,289 CHF | 99.98% | 99.98% |
08/05/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 78,000 | 78,000 | 34,172 | 34,172 | 173,988 CHF | 174,330 CHF | 98.98% | 98.98% |
07/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 73,900 | 73,900 | 33,328 | 33,328 | 171,708 CHF | 172,042 CHF | 97.82% | 97.82% |
06/05/2024 | 0.21% | 5.34 CHF | 5.35 CHF | 80,900 | 80,900 | 36,334 | 36,334 | 183,986 CHF | 184,350 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 92,900 | 92,900 | 41,880 | 41,880 | 186,530 CHF | 186,950 CHF | 99.75% | 99.75% |
02/05/2024 | 0.26% | 4.10 CHF | 4.11 CHF | 104,100 | 104,100 | 47,152 | 47,152 | 187,488 CHF | 187,960 CHF | 99.98% | 99.98% |