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 | 0.32% | 3.14 CHF | 3.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 237,494 CHF | 238,244 CHF | 99.26% | 99.26% |
15/05/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 235,316 CHF | 236,066 CHF | 99.38% | 99.38% |
14/05/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 228,114 CHF | 228,864 CHF | 99.16% | 99.16% |
13/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,534 CHF | 227,284 CHF | 99.38% | 99.38% |
10/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 224,210 CHF | 224,960 CHF | 99.38% | 99.38% |
08/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,496 CHF | 222,246 CHF | 99.39% | 99.39% |
07/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,938 CHF | 222,688 CHF | 99.24% | 99.24% |
06/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,031 CHF | 226,781 CHF | 99.22% | 99.22% |
03/05/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 225,333 CHF | 226,083 CHF | 99.38% | 99.38% |
02/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 224,510 CHF | 225,260 CHF | 99.38% | 99.38% |