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 | 0.17% | 5.78 CHF | 5.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,171,440 CHF | 1,173,440 CHF | 99.15% | 99.15% |
15/05/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,173,290 CHF | 1,175,290 CHF | 98.83% | 98.83% |
14/05/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,152,530 CHF | 1,154,530 CHF | 92.03% | 92.03% |
13/05/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,156,320 CHF | 1,158,320 CHF | 98.24% | 98.24% |
10/05/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,166,690 CHF | 1,168,690 CHF | 93.17% | 93.17% |
08/05/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,109,700 CHF | 1,111,700 CHF | 98.51% | 98.51% |
07/05/2024 | 0.19% | 5.50 CHF | 5.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,073,920 CHF | 1,075,920 CHF | 99.24% | 99.24% |
06/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,037,020 CHF | 1,039,020 CHF | 98.75% | 98.75% |
03/05/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,009,650 CHF | 1,011,650 CHF | 98.09% | 98.09% |
02/05/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,002,170 CHF | 1,004,170 CHF | 99.40% | 99.40% |