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% | 5.14 CHF | 5.15 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,369,460 CHF | 439,027 CHF | 99.20% | 99.20% |
15/05/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,295,860 CHF | 415,475 CHF | 99.15% | 99.15% |
14/05/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,225,220 CHF | 392,870 CHF | 99.22% | 99.22% |
13/05/2024 | 0.19% | 5.06 CHF | 5.07 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,283,500 CHF | 411,520 CHF | 98.37% | 98.37% |
10/05/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,346,270 CHF | 431,606 CHF | 99.22% | 99.22% |
08/05/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,342,750 CHF | 430,479 CHF | 99.13% | 99.13% |
07/05/2024 | 0.17% | 5.65 CHF | 5.66 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,449,160 CHF | 464,533 CHF | 99.22% | 99.22% |
06/05/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,471,720 CHF | 471,749 CHF | 99.21% | 99.21% |
03/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,417,620 CHF | 454,438 CHF | 98.75% | 98.75% |
02/05/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,374,280 CHF | 440,571 CHF | 99.19% | 99.19% |