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% | 5.05 CHF | 5.06 CHF | 116,000 | 116,000 | 115,028 | 115,028 | 579,828 CHF | 580,980 CHF | 100.00% | 100.00% |
15/05/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 116,000 | 116,000 | 115,255 | 115,255 | 562,127 CHF | 563,283 CHF | 99.99% | 99.99% |
14/05/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 116,000 | 116,000 | 115,492 | 115,492 | 563,666 CHF | 564,822 CHF | 100.00% | 100.00% |
13/05/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 569,153 CHF | 570,308 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 569,314 CHF | 570,469 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 116,000 | 116,000 | 115,496 | 115,496 | 566,378 CHF | 567,533 CHF | 99.14% | 99.14% |
07/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 118,000 | 118,000 | 118,020 | 118,020 | 558,650 CHF | 559,832 CHF | 99.80% | 99.80% |
06/05/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 554,276 CHF | 555,472 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 120,000 | 120,000 | 119,839 | 119,839 | 551,227 CHF | 552,425 CHF | 99.97% | 99.97% |
02/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 122,000 | 122,000 | 120,806 | 120,806 | 550,904 CHF | 552,112 CHF | 99.99% | 99.99% |