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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,129,760 CHF | 711,920 CHF | 98.30% | 98.30% |
28/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,097,550 CHF | 701,185 CHF | 99.23% | 99.23% |
27/05/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,102,610 CHF | 702,869 CHF | 98.53% | 98.53% |
24/05/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,116,630 CHF | 707,543 CHF | 99.23% | 99.23% |
23/05/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,108,280 CHF | 704,761 CHF | 95.87% | 95.87% |
22/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,063,450 CHF | 689,817 CHF | 99.18% | 99.18% |
21/05/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,038,190 CHF | 681,398 CHF | 96.59% | 96.59% |
17/05/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,018,660 CHF | 674,887 CHF | 99.21% | 99.21% |
16/05/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,066,980 CHF | 690,992 CHF | 99.24% | 99.24% |
15/05/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,097,590 CHF | 701,196 CHF | 99.17% | 99.17% |