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 | 0.27% | 3.67 CHF | 3.68 CHF | 500,000 | 500,000 | 499,617 | 499,617 | 1,828,140 CHF | 1,833,140 CHF | 100.00% | 100.00% |
15/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500,000 | 500,000 | 499,020 | 499,020 | 1,789,380 CHF | 1,794,380 CHF | 100.00% | 100.00% |
14/05/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 500,000 | 500,000 | 499,879 | 499,879 | 1,832,810 CHF | 1,837,810 CHF | 100.00% | 100.00% |
13/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,832,170 CHF | 1,837,170 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,876,070 CHF | 1,881,070 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 500,000 | 500,000 | 499,894 | 499,894 | 1,784,420 CHF | 1,789,420 CHF | 99.29% | 99.29% |
07/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 500,000 | 500,000 | 499,711 | 499,711 | 1,812,200 CHF | 1,817,200 CHF | 100.00% | 100.00% |
06/05/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,834,560 CHF | 1,839,560 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,846,260 CHF | 1,851,260 CHF | 99.93% | 99.93% |
02/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,876,530 CHF | 1,881,530 CHF | 99.99% | 99.99% |