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 | 0.24% | 5.14 CHF | 5.15 CHF | 25,000 | 25,000 | 15,215 | 15,215 | 78,075 CHF | 78,253 CHF | 99.66% | 99.66% |
15/05/2024 | 0.24% | 5.15 CHF | 5.16 CHF | 25,000 | 25,000 | 15,216 | 15,216 | 78,268 CHF | 78,447 CHF | 99.66% | 99.66% |
14/05/2024 | 0.23% | 5.18 CHF | 5.19 CHF | 25,000 | 25,000 | 15,210 | 15,210 | 78,744 CHF | 78,922 CHF | 99.60% | 99.60% |
13/05/2024 | 0.24% | 5.08 CHF | 5.09 CHF | 25,000 | 25,000 | 15,215 | 15,215 | 77,069 CHF | 77,247 CHF | 99.65% | 99.65% |
10/05/2024 | 0.24% | 5.04 CHF | 5.05 CHF | 25,000 | 25,000 | 15,164 | 15,164 | 77,911 CHF | 78,089 CHF | 98.59% | 98.59% |
08/05/2024 | 0.24% | 5.17 CHF | 5.18 CHF | 25,000 | 25,000 | 21,086 | 15,215 | 105,353 CHF | 76,490 CHF | 99.66% | 99.66% |
07/05/2024 | 0.25% | 4.95 CHF | 4.96 CHF | 25,000 | 25,000 | 21,091 | 15,228 | 101,545 CHF | 73,568 CHF | 99.20% | 99.20% |
06/05/2024 | 0.27% | 4.71 CHF | 4.72 CHF | 25,000 | 25,000 | 21,086 | 15,216 | 95,815 CHF | 69,524 CHF | 99.66% | 99.66% |
03/05/2024 | 0.28% | 4.41 CHF | 4.42 CHF | 25,000 | 25,000 | 21,082 | 15,206 | 90,531 CHF | 65,694 CHF | 99.57% | 99.57% |
02/05/2024 | 0.29% | 4.24 CHF | 4.25 CHF | 25,000 | 25,000 | 21,086 | 15,215 | 86,554 CHF | 62,783 CHF | 99.66% | 99.66% |