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 | 0.35% | 2.89 CHF | 2.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 861,481 CHF | 864,481 CHF | 99.91% | 99.91% |
15/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 867,048 CHF | 870,048 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 874,806 CHF | 877,806 CHF | 99.76% | 99.76% |
13/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 871,703 CHF | 874,703 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 872,567 CHF | 875,567 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 878,177 CHF | 881,177 CHF | 96.88% | 96.88% |
07/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 873,321 CHF | 876,321 CHF | 99.83% | 99.83% |
06/05/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 866,711 CHF | 869,711 CHF | 99.77% | 99.77% |
03/05/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 870,696 CHF | 873,696 CHF | 99.99% | 99.99% |
02/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 888,543 CHF | 891,543 CHF | 100.00% | 100.00% |