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 | 0.55% | 3.95 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,189 CHF | 199,289 CHF | 99.80% | 99.80% |
28/05/2024 | 0.55% | 4.01 CHF | 4.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,101 CHF | 204,222 CHF | 99.56% | 99.56% |
27/05/2024 | 0.55% | 4.08 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,589 CHF | 204,708 CHF | 98.38% | 98.38% |
24/05/2024 | 0.55% | 4.06 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,611 CHF | 200,709 CHF | 96.36% | 96.36% |
23/05/2024 | 0.55% | 3.97 CHF | 3.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,963 CHF | 199,057 CHF | 98.36% | 98.36% |
22/05/2024 | 0.56% | 3.92 CHF | 3.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,363 CHF | 195,456 CHF | 97.30% | 97.30% |
21/05/2024 | 0.54% | 3.87 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,281 CHF | 196,344 CHF | 91.80% | 91.80% |
17/05/2024 | 0.56% | 3.88 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,210 CHF | 194,296 CHF | 95.43% | 95.43% |
16/05/2024 | 0.56% | 3.89 CHF | 3.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,192 CHF | 199,303 CHF | 84.78% | 84.78% |
15/05/2024 | 0.57% | 3.99 CHF | 4.01 CHF | 50,000 | 50,000 | 49,738 | 49,738 | 194,624 CHF | 195,729 CHF | 91.22% | 91.22% |