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% | 3.69 CHF | 3.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,093,390 CHF | 365,462 CHF | 98.81% | 98.81% |
15/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,086,750 CHF | 363,249 CHF | 98.69% | 98.69% |
14/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,067,090 CHF | 356,696 CHF | 98.82% | 98.82% |
13/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,076,000 CHF | 359,665 CHF | 93.14% | 93.14% |
10/05/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,083,010 CHF | 362,002 CHF | 98.64% | 98.64% |
08/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,100,190 CHF | 367,732 CHF | 98.31% | 98.31% |
07/05/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,105,390 CHF | 369,465 CHF | 98.44% | 98.44% |
06/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,107,370 CHF | 370,124 CHF | 98.45% | 98.45% |
03/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,109,620 CHF | 370,872 CHF | 98.74% | 98.74% |
02/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,098,790 CHF | 367,264 CHF | 98.77% | 98.77% |