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 | 0.18% | 5.65 CHF | 5.66 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 112,747 CHF | 141,184 CHF | 99.25% | 99.25% |
15/05/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 109,101 CHF | 136,626 CHF | 97.58% | 97.58% |
14/05/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 107,828 CHF | 135,035 CHF | 99.16% | 99.16% |
13/05/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 110,313 CHF | 138,141 CHF | 99.38% | 99.38% |
10/05/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 111,589 CHF | 139,736 CHF | 96.00% | 96.00% |
08/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 100,391 CHF | 125,739 CHF | 99.39% | 99.39% |
07/05/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 93,407 CHF | 117,009 CHF | 99.24% | 99.24% |
06/05/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 90,545 CHF | 113,431 CHF | 99.22% | 99.22% |
03/05/2024 | 0.22% | 4.35 CHF | 4.36 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 89,035 CHF | 111,544 CHF | 99.26% | 99.26% |
02/05/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 20,000 | 25,000 | 20,000 | 25,000 | 92,193 CHF | 115,492 CHF | 99.39% | 99.39% |