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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 180,000 | 180,000 | 80,176 | 80,176 | 398,602 CHF | 399,407 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 178,000 | 178,000 | 79,992 | 79,992 | 398,005 CHF | 398,807 CHF | 100.00% | 100.00% |
13/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 178,000 | 178,000 | 79,243 | 79,243 | 401,053 CHF | 401,846 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 176,000 | 176,000 | 78,523 | 78,523 | 404,513 CHF | 405,300 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 176,000 | 176,000 | 77,911 | 77,911 | 397,109 CHF | 397,890 CHF | 98.97% | 98.97% |
07/05/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 174,000 | 174,000 | 78,762 | 78,762 | 403,053 CHF | 403,843 CHF | 99.67% | 99.67% |
06/05/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 178,000 | 178,000 | 80,098 | 80,098 | 400,669 CHF | 401,472 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 5.00 CHF | 5.01 CHF | 178,000 | 178,000 | 79,315 | 79,315 | 395,862 CHF | 396,657 CHF | 99.92% | 99.92% |
02/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 180,000 | 180,000 | 81,254 | 81,254 | 393,346 CHF | 394,160 CHF | 99.96% | 99.96% |
30/04/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 182,000 | 182,000 | 80,713 | 80,713 | 391,930 CHF | 392,739 CHF | 100.00% | 100.00% |