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% | 5.33 CHF | 5.34 CHF | 25,000 | 25,000 | 15,214 | 15,214 | 80,929 CHF | 81,107 CHF | 99.63% | 99.63% |
15/05/2024 | 0.23% | 5.33 CHF | 5.34 CHF | 25,000 | 25,000 | 15,216 | 15,216 | 81,133 CHF | 81,312 CHF | 99.61% | 99.61% |
14/05/2024 | 0.22% | 5.37 CHF | 5.38 CHF | 25,000 | 25,000 | 15,214 | 15,214 | 81,638 CHF | 81,816 CHF | 99.63% | 99.63% |
13/05/2024 | 0.23% | 5.27 CHF | 5.28 CHF | 25,000 | 25,000 | 15,214 | 15,214 | 79,934 CHF | 80,112 CHF | 99.62% | 99.62% |
10/05/2024 | 0.23% | 5.23 CHF | 5.24 CHF | 25,000 | 25,000 | 15,164 | 15,164 | 80,775 CHF | 80,953 CHF | 98.58% | 98.58% |
08/05/2024 | 0.23% | 5.36 CHF | 5.37 CHF | 25,000 | 25,000 | 15,214 | 15,214 | 79,174 CHF | 79,353 CHF | 99.61% | 99.61% |
07/05/2024 | 0.24% | 5.14 CHF | 5.15 CHF | 25,000 | 25,000 | 18,824 | 15,227 | 94,173 CHF | 76,433 CHF | 99.16% | 99.16% |
06/05/2024 | 0.26% | 4.90 CHF | 4.91 CHF | 25,000 | 25,000 | 21,086 | 15,214 | 99,780 CHF | 72,379 CHF | 99.63% | 99.63% |
03/05/2024 | 0.27% | 4.60 CHF | 4.61 CHF | 25,000 | 25,000 | 21,084 | 15,210 | 94,492 CHF | 68,564 CHF | 99.58% | 99.58% |
02/05/2024 | 0.28% | 4.43 CHF | 4.44 CHF | 25,000 | 25,000 | 21,085 | 15,212 | 90,541 CHF | 65,649 CHF | 99.60% | 99.60% |