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% | 5.42 CHF | 5.43 CHF | 115,000 | 115,000 | 51,478 | 51,478 | 280,980 CHF | 281,497 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 115,000 | 115,000 | 51,526 | 51,526 | 276,975 CHF | 277,492 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 115,000 | 115,000 | 53,562 | 53,562 | 282,458 CHF | 282,995 CHF | 99.87% | 99.87% |
13/05/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 120,000 | 120,000 | 52,444 | 52,444 | 281,055 CHF | 281,581 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 115,000 | 115,000 | 51,587 | 51,587 | 280,808 CHF | 281,325 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 115,000 | 115,000 | 51,682 | 51,682 | 276,758 CHF | 277,276 CHF | 99.13% | 99.13% |
07/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 120,000 | 120,000 | 53,639 | 53,639 | 281,256 CHF | 281,794 CHF | 99.85% | 99.85% |
06/05/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 120,000 | 120,000 | 53,547 | 53,547 | 271,794 CHF | 272,332 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.98 CHF | 4.99 CHF | 125,000 | 125,000 | 55,829 | 55,829 | 273,633 CHF | 274,192 CHF | 99.97% | 99.97% |
02/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 125,000 | 125,000 | 56,366 | 56,366 | 271,711 CHF | 272,276 CHF | 99.87% | 99.87% |