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 | 0.28% | 3.62 CHF | 3.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,399 CHF | 89,649 CHF | 99.77% | 99.77% |
15/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,666 CHF | 89,916 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,109 CHF | 89,359 CHF | 100.00% | 100.00% |
13/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,060 CHF | 89,310 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,434 CHF | 88,684 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,423 CHF | 89,673 CHF | 100.00% | 100.00% |
07/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,026 CHF | 90,276 CHF | 99.76% | 99.76% |
06/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,753 CHF | 88,003 CHF | 99.53% | 99.53% |
03/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,068 CHF | 87,318 CHF | 99.70% | 99.70% |
02/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,742 CHF | 86,992 CHF | 100.00% | 100.00% |