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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 114,000 | 114,000 | 114,535 | 114,535 | 615,418 CHF | 616,564 CHF | 99.33% | 99.33% |
16/05/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 116,000 | 116,000 | 115,026 | 115,026 | 617,633 CHF | 618,784 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 116,000 | 116,000 | 115,264 | 115,264 | 600,044 CHF | 601,199 CHF | 99.99% | 99.99% |
14/05/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 116,000 | 116,000 | 115,491 | 115,491 | 601,534 CHF | 602,689 CHF | 99.99% | 99.99% |
13/05/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 606,933 CHF | 608,088 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 116,000 | 116,000 | 115,522 | 115,522 | 607,120 CHF | 608,275 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 116,000 | 116,000 | 115,499 | 115,499 | 604,138 CHF | 605,294 CHF | 99.14% | 99.14% |
07/05/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 118,000 | 118,000 | 118,003 | 118,003 | 597,132 CHF | 598,313 CHF | 99.82% | 99.82% |
06/05/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 120,000 | 120,000 | 119,607 | 119,607 | 593,293 CHF | 594,490 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 120,000 | 120,000 | 119,839 | 119,839 | 590,269 CHF | 591,468 CHF | 99.99% | 99.99% |