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% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,753 CHF | 177,253 CHF | 99.76% | 99.76% |
15/05/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,905 CHF | 177,405 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,653 CHF | 177,153 CHF | 100.00% | 100.00% |
13/05/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,831 CHF | 176,331 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,969 CHF | 175,469 CHF | 99.84% | 99.84% |
08/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,131 CHF | 173,631 CHF | 100.00% | 100.00% |
07/05/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,070 CHF | 167,570 CHF | 99.76% | 99.76% |
06/05/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,791 CHF | 166,291 CHF | 99.53% | 99.53% |
03/05/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,690 CHF | 169,190 CHF | 99.58% | 99.58% |
02/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,772 CHF | 169,272 CHF | 100.00% | 100.00% |