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 | 0.20% | 4.65 CHF | 4.66 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,247,550 CHF | 400,018 CHF | 99.23% | 99.23% |
15/05/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,173,820 CHF | 376,424 CHF | 99.15% | 99.15% |
14/05/2024 | 0.23% | 4.64 CHF | 4.65 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,102,900 CHF | 353,727 CHF | 99.21% | 99.21% |
13/05/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,161,260 CHF | 372,404 CHF | 98.33% | 98.33% |
10/05/2024 | 0.20% | 4.63 CHF | 4.64 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,224,150 CHF | 392,528 CHF | 99.20% | 99.20% |
08/05/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,220,340 CHF | 391,310 CHF | 99.13% | 99.13% |
07/05/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,327,070 CHF | 425,464 CHF | 99.22% | 99.22% |
06/05/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,349,910 CHF | 432,773 CHF | 99.22% | 99.22% |
03/05/2024 | 0.19% | 5.07 CHF | 5.08 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,295,640 CHF | 415,404 CHF | 98.75% | 98.75% |
02/05/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,251,600 CHF | 401,313 CHF | 99.18% | 99.18% |