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 | 0.22% | 5.44 CHF | 5.45 CHF | 25,000 | 25,000 | 15,213 | 15,213 | 82,642 CHF | 82,820 CHF | 99.60% | 99.60% |
15/05/2024 | 0.22% | 5.45 CHF | 5.46 CHF | 25,000 | 25,000 | 15,214 | 15,214 | 82,843 CHF | 83,021 CHF | 99.60% | 99.60% |
14/05/2024 | 0.22% | 5.48 CHF | 5.49 CHF | 25,000 | 25,000 | 15,213 | 15,213 | 83,363 CHF | 83,541 CHF | 99.61% | 99.61% |
13/05/2024 | 0.22% | 5.38 CHF | 5.39 CHF | 25,000 | 25,000 | 15,214 | 15,214 | 81,657 CHF | 81,835 CHF | 99.56% | 99.56% |
10/05/2024 | 0.22% | 5.34 CHF | 5.35 CHF | 25,000 | 25,000 | 15,165 | 15,165 | 82,492 CHF | 82,671 CHF | 98.56% | 98.56% |
08/05/2024 | 0.23% | 5.48 CHF | 5.49 CHF | 25,000 | 25,000 | 15,213 | 15,213 | 80,905 CHF | 81,083 CHF | 99.60% | 99.60% |
07/05/2024 | 0.24% | 5.25 CHF | 5.26 CHF | 25,000 | 25,000 | 15,226 | 15,226 | 77,979 CHF | 78,157 CHF | 99.14% | 99.14% |
06/05/2024 | 0.25% | 5.01 CHF | 5.02 CHF | 25,000 | 25,000 | 21,085 | 15,213 | 102,156 CHF | 74,090 CHF | 99.60% | 99.60% |
03/05/2024 | 0.26% | 4.71 CHF | 4.72 CHF | 25,000 | 25,000 | 21,077 | 15,193 | 96,860 CHF | 70,215 CHF | 99.39% | 99.39% |
02/05/2024 | 0.27% | 4.54 CHF | 4.55 CHF | 25,000 | 25,000 | 21,074 | 15,185 | 92,889 CHF | 67,260 CHF | 99.32% | 99.32% |