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 | 0.20% | 4.86 CHF | 4.87 CHF | 116,000 | 116,000 | 113,568 | 113,568 | 568,435 CHF | 569,573 CHF | 99.42% | 99.42% |
15/05/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 108,000 | 108,000 | 108,819 | 108,819 | 589,372 CHF | 590,463 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 110,000 | 110,000 | 109,515 | 109,515 | 589,046 CHF | 590,142 CHF | 100.00% | 100.00% |
13/05/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 588,451 CHF | 589,526 CHF | 99.85% | 99.85% |
10/05/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 108,000 | 108,000 | 108,949 | 108,949 | 591,694 CHF | 592,783 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 112,000 | 112,000 | 112,172 | 112,172 | 577,769 CHF | 578,891 CHF | 98.93% | 98.93% |
07/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 114,000 | 114,000 | 114,557 | 114,557 | 568,530 CHF | 569,677 CHF | 99.88% | 99.88% |
06/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 569,657 CHF | 570,798 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 116,000 | 116,000 | 115,853 | 115,853 | 565,953 CHF | 567,111 CHF | 99.95% | 99.95% |
02/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 116,000 | 116,000 | 116,487 | 116,487 | 562,486 CHF | 563,651 CHF | 98.56% | 98.56% |