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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 115,000 | 115,000 | 51,682 | 51,682 | 288,465 CHF | 288,983 CHF | 99.13% | 99.13% |
07/05/2024 | 0.19% | 5.52 CHF | 5.53 CHF | 120,000 | 120,000 | 53,639 | 53,639 | 293,381 CHF | 293,919 CHF | 99.85% | 99.85% |
06/05/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 120,000 | 120,000 | 53,547 | 53,547 | 283,806 CHF | 284,344 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 125,000 | 125,000 | 55,822 | 55,822 | 286,108 CHF | 286,668 CHF | 99.96% | 99.96% |
02/05/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 125,000 | 125,000 | 56,299 | 56,299 | 284,041 CHF | 284,605 CHF | 99.98% | 99.98% |
30/04/2024 | 0.21% | 5.00 CHF | 5.01 CHF | 125,000 | 125,000 | 56,393 | 56,393 | 277,769 CHF | 278,334 CHF | 99.98% | 99.98% |
29/04/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 125,000 | 125,000 | 51,510 | 51,510 | 258,189 CHF | 258,705 CHF | 99.80% | 99.80% |
26/04/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 125,000 | 125,000 | 56,084 | 56,084 | 286,851 CHF | 287,413 CHF | 99.03% | 99.03% |
25/04/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 125,000 | 125,000 | 42,750 | 42,750 | 207,718 CHF | 208,146 CHF | 99.94% | 99.94% |
24/04/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 110,000 | 110,000 | 47,000 | 47,000 | 292,696 CHF | 293,167 CHF | 99.97% | 99.97% |