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% | 5.28 CHF | 5.29 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,404,930 CHF | 450,377 CHF | 99.23% | 99.23% |
15/05/2024 | 0.19% | 5.50 CHF | 5.51 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,331,460 CHF | 426,867 CHF | 99.16% | 99.16% |
14/05/2024 | 0.20% | 5.27 CHF | 5.28 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,261,000 CHF | 404,321 CHF | 99.22% | 99.22% |
13/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,319,100 CHF | 422,911 CHF | 98.39% | 98.39% |
10/05/2024 | 0.18% | 5.26 CHF | 5.27 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,382,010 CHF | 443,044 CHF | 99.20% | 99.20% |
08/05/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,378,340 CHF | 441,869 CHF | 99.12% | 99.12% |
07/05/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,484,820 CHF | 475,941 CHF | 99.22% | 99.22% |
06/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,507,280 CHF | 483,130 CHF | 99.22% | 99.22% |
03/05/2024 | 0.17% | 5.70 CHF | 5.71 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,453,120 CHF | 465,798 CHF | 98.75% | 98.75% |
02/05/2024 | 0.18% | 5.83 CHF | 5.84 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,410,050 CHF | 452,015 CHF | 99.20% | 99.20% |