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 | 0.17% | 5.41 CHF | 5.42 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,436,420 CHF | 460,456 CHF | 99.22% | 99.22% |
15/05/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,362,990 CHF | 436,957 CHF | 99.15% | 99.15% |
14/05/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,292,480 CHF | 414,394 CHF | 99.22% | 99.22% |
13/05/2024 | 0.18% | 5.33 CHF | 5.34 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,350,650 CHF | 433,007 CHF | 98.29% | 98.29% |
10/05/2024 | 0.18% | 5.38 CHF | 5.39 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,413,430 CHF | 453,098 CHF | 99.21% | 99.21% |
08/05/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,410,080 CHF | 452,026 CHF | 99.14% | 99.14% |
07/05/2024 | 0.16% | 5.92 CHF | 5.93 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,516,290 CHF | 486,014 CHF | 99.22% | 99.22% |
06/05/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,538,660 CHF | 493,172 CHF | 99.23% | 99.23% |
03/05/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,484,730 CHF | 475,913 CHF | 98.78% | 98.78% |
02/05/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,441,730 CHF | 462,155 CHF | 99.19% | 99.19% |