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% | 5.62 CHF | 5.63 CHF | 115,000 | 115,000 | 51,475 | 51,475 | 291,058 CHF | 291,574 CHF | 99.99% | 99.99% |
15/05/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 115,000 | 115,000 | 51,526 | 51,526 | 287,068 CHF | 287,585 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 5.55 CHF | 5.56 CHF | 115,000 | 115,000 | 53,560 | 53,560 | 292,982 CHF | 293,519 CHF | 99.86% | 99.86% |
13/05/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 120,000 | 120,000 | 52,443 | 52,443 | 291,342 CHF | 291,867 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 115,000 | 115,000 | 51,587 | 51,587 | 290,934 CHF | 291,451 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 115,000 | 115,000 | 51,683 | 51,683 | 286,917 CHF | 287,435 CHF | 99.13% | 99.13% |
07/05/2024 | 0.19% | 5.49 CHF | 5.50 CHF | 120,000 | 120,000 | 53,638 | 53,638 | 291,797 CHF | 292,335 CHF | 99.85% | 99.85% |
06/05/2024 | 0.20% | 5.33 CHF | 5.34 CHF | 120,000 | 120,000 | 53,545 | 53,545 | 282,260 CHF | 282,798 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 125,000 | 125,000 | 55,802 | 55,802 | 284,424 CHF | 284,984 CHF | 99.93% | 99.93% |
02/05/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 125,000 | 125,000 | 56,366 | 56,366 | 282,813 CHF | 283,377 CHF | 99.87% | 99.87% |