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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.29% | 5.14 CHF | 5.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,539,590 CHF | 514,696 CHF | 98.53% | 98.53% |
24/05/2024 | 0.31% | 4.99 CHF | 5.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,449,650 CHF | 484,717 CHF | 99.21% | 99.21% |
23/05/2024 | 0.29% | 4.85 CHF | 4.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,546,100 CHF | 516,867 CHF | 92.45% | 92.45% |
22/05/2024 | 0.30% | 5.10 CHF | 5.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,492,700 CHF | 499,067 CHF | 99.18% | 99.18% |
21/05/2024 | 0.30% | 4.89 CHF | 4.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,484,500 CHF | 496,333 CHF | 96.57% | 96.57% |
17/05/2024 | 0.30% | 5.01 CHF | 5.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,483,180 CHF | 495,893 CHF | 99.19% | 99.19% |
16/05/2024 | 0.32% | 4.97 CHF | 4.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,423,680 CHF | 476,061 CHF | 99.22% | 99.22% |
15/05/2024 | 0.34% | 4.59 CHF | 4.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,326,280 CHF | 443,594 CHF | 99.16% | 99.16% |
14/05/2024 | 0.35% | 4.33 CHF | 4.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,277,800 CHF | 427,434 CHF | 99.21% | 99.21% |
13/05/2024 | 0.35% | 4.38 CHF | 4.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,300,000 CHF | 434,832 CHF | 98.41% | 98.41% |