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 | 0.19% | 5.46 CHF | 5.47 CHF | 115,000 | 115,000 | 51,679 | 51,679 | 277,987 CHF | 278,505 CHF | 99.13% | 99.13% |
07/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 120,000 | 120,000 | 53,639 | 53,639 | 282,522 CHF | 283,060 CHF | 99.85% | 99.85% |
06/05/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 120,000 | 120,000 | 53,546 | 53,546 | 273,016 CHF | 273,554 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 5.00 CHF | 5.01 CHF | 125,000 | 125,000 | 55,822 | 55,822 | 274,863 CHF | 275,422 CHF | 99.96% | 99.96% |
02/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 125,000 | 125,000 | 56,294 | 56,294 | 272,602 CHF | 273,166 CHF | 99.98% | 99.98% |
30/04/2024 | 0.22% | 4.79 CHF | 4.80 CHF | 125,000 | 125,000 | 56,398 | 56,398 | 266,328 CHF | 266,893 CHF | 99.99% | 99.99% |
29/04/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 125,000 | 125,000 | 51,517 | 51,517 | 247,794 CHF | 248,310 CHF | 99.81% | 99.81% |
26/04/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 125,000 | 125,000 | 56,094 | 56,094 | 275,533 CHF | 276,095 CHF | 99.03% | 99.03% |
25/04/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 125,000 | 125,000 | 42,724 | 42,724 | 198,930 CHF | 199,358 CHF | 99.90% | 99.90% |
24/04/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 110,000 | 110,000 | 47,022 | 47,022 | 283,272 CHF | 283,743 CHF | 99.60% | 99.60% |