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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 803,378 CHF | 322,351 CHF | 99.36% | 99.36% |
22/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 809,308 CHF | 324,723 CHF | 99.38% | 99.38% |
21/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 804,388 CHF | 322,755 CHF | 92.38% | 92.38% |
17/05/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 786,834 CHF | 315,734 CHF | 99.32% | 99.32% |
16/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 779,184 CHF | 312,674 CHF | 99.38% | 99.38% |
15/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 779,365 CHF | 312,746 CHF | 98.27% | 98.27% |
14/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 778,545 CHF | 312,418 CHF | 99.36% | 99.36% |
13/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 776,503 CHF | 311,601 CHF | 98.85% | 98.85% |
10/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 774,528 CHF | 310,811 CHF | 99.22% | 99.22% |
08/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 769,912 CHF | 308,965 CHF | 99.35% | 99.35% |