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 | 0.30% | 5.24 CHF | 5.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,501,970 CHF | 502,157 CHF | 99.20% | 99.20% |
15/05/2024 | 0.32% | 4.85 CHF | 4.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,404,680 CHF | 469,727 CHF | 99.16% | 99.16% |
14/05/2024 | 0.33% | 4.59 CHF | 4.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,356,410 CHF | 453,635 CHF | 99.21% | 99.21% |
13/05/2024 | 0.33% | 4.64 CHF | 4.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,378,470 CHF | 460,991 CHF | 98.36% | 98.36% |
10/05/2024 | 0.32% | 4.58 CHF | 4.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,397,810 CHF | 467,435 CHF | 99.21% | 99.21% |
08/05/2024 | 0.32% | 4.65 CHF | 4.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,407,400 CHF | 470,632 CHF | 99.21% | 99.21% |
07/05/2024 | 0.32% | 4.81 CHF | 4.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,422,260 CHF | 475,587 CHF | 99.23% | 99.23% |
06/05/2024 | 0.32% | 4.74 CHF | 4.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,400,580 CHF | 468,361 CHF | 99.21% | 99.21% |
03/05/2024 | 0.34% | 4.39 CHF | 4.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,307,550 CHF | 437,349 CHF | 99.05% | 99.05% |
02/05/2024 | 0.35% | 4.29 CHF | 4.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,294,450 CHF | 432,984 CHF | 99.18% | 99.18% |