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% | 5.66 CHF | 5.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,712,520 CHF | 571,842 CHF | 99.33% | 99.33% |
15/05/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,679,490 CHF | 560,831 CHF | 99.30% | 99.30% |
14/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,655,570 CHF | 552,856 CHF | 99.33% | 99.33% |
13/05/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,689,670 CHF | 564,222 CHF | 98.45% | 98.45% |
10/05/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,710,190 CHF | 571,062 CHF | 99.35% | 99.35% |
08/05/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,673,300 CHF | 558,768 CHF | 99.32% | 99.32% |
07/05/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,644,950 CHF | 549,316 CHF | 99.33% | 99.33% |
06/05/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,593,670 CHF | 532,225 CHF | 99.35% | 99.35% |
03/05/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,527,760 CHF | 510,254 CHF | 93.58% | 93.58% |
02/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,525,000 CHF | 509,333 CHF | 99.34% | 99.34% |