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 | 0.19% | 4.80 CHF | 4.81 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,285,420 CHF | 412,135 CHF | 99.20% | 99.20% |
15/05/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,211,720 CHF | 388,549 CHF | 99.16% | 99.16% |
14/05/2024 | 0.22% | 4.79 CHF | 4.80 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,140,940 CHF | 365,902 CHF | 99.21% | 99.21% |
13/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,199,180 CHF | 384,537 CHF | 98.37% | 98.37% |
10/05/2024 | 0.20% | 4.78 CHF | 4.79 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,262,140 CHF | 404,685 CHF | 99.18% | 99.18% |
08/05/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,258,270 CHF | 403,446 CHF | 99.12% | 99.12% |
07/05/2024 | 0.18% | 5.31 CHF | 5.32 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,365,010 CHF | 437,603 CHF | 99.22% | 99.22% |
06/05/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,387,750 CHF | 444,881 CHF | 99.22% | 99.22% |
03/05/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,333,570 CHF | 427,542 CHF | 98.79% | 98.79% |
02/05/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,289,700 CHF | 413,503 CHF | 99.20% | 99.20% |