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 | 0.23% | 5.21 CHF | 5.22 CHF | 25,000 | 25,000 | 15,215 | 15,215 | 79,175 CHF | 79,353 CHF | 99.65% | 99.65% |
15/05/2024 | 0.23% | 5.22 CHF | 5.23 CHF | 25,000 | 25,000 | 15,215 | 15,215 | 79,369 CHF | 79,547 CHF | 99.64% | 99.64% |
14/05/2024 | 0.23% | 5.25 CHF | 5.26 CHF | 25,000 | 25,000 | 15,215 | 15,215 | 79,886 CHF | 80,064 CHF | 99.65% | 99.65% |
13/05/2024 | 0.23% | 5.15 CHF | 5.16 CHF | 25,000 | 25,000 | 15,215 | 15,215 | 78,182 CHF | 78,360 CHF | 99.64% | 99.64% |
10/05/2024 | 0.23% | 5.11 CHF | 5.12 CHF | 25,000 | 25,000 | 15,164 | 15,164 | 79,022 CHF | 79,200 CHF | 98.59% | 98.59% |
08/05/2024 | 0.24% | 5.25 CHF | 5.26 CHF | 25,000 | 25,000 | 15,375 | 15,215 | 78,229 CHF | 77,608 CHF | 99.65% | 99.65% |
07/05/2024 | 0.25% | 5.02 CHF | 5.03 CHF | 25,000 | 25,000 | 21,091 | 15,228 | 103,088 CHF | 74,682 CHF | 99.18% | 99.18% |
06/05/2024 | 0.26% | 4.78 CHF | 4.79 CHF | 25,000 | 25,000 | 21,086 | 15,215 | 97,350 CHF | 70,628 CHF | 99.64% | 99.64% |
03/05/2024 | 0.28% | 4.48 CHF | 4.49 CHF | 25,000 | 25,000 | 21,082 | 15,206 | 92,077 CHF | 66,807 CHF | 99.55% | 99.55% |
02/05/2024 | 0.29% | 4.31 CHF | 4.32 CHF | 25,000 | 25,000 | 21,086 | 15,215 | 88,103 CHF | 63,899 CHF | 99.64% | 99.64% |