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 | 0.26% | 3.89 CHF | 3.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,152,880 CHF | 385,294 CHF | 98.81% | 98.81% |
15/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,146,160 CHF | 383,053 CHF | 98.69% | 98.69% |
14/05/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,126,500 CHF | 376,500 CHF | 98.83% | 98.83% |
13/05/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,135,480 CHF | 379,494 CHF | 93.14% | 93.14% |
10/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,142,220 CHF | 381,739 CHF | 98.64% | 98.64% |
08/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,159,430 CHF | 387,476 CHF | 98.31% | 98.31% |
07/05/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,164,570 CHF | 389,189 CHF | 98.44% | 98.44% |
06/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,166,370 CHF | 389,791 CHF | 98.45% | 98.45% |
03/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,168,830 CHF | 390,611 CHF | 98.76% | 98.76% |
02/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,157,930 CHF | 386,977 CHF | 98.76% | 98.76% |