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% | 3.67 CHF | 3.68 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,286,860 CHF | 553,012 CHF | 99.19% | 99.19% |
15/05/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,288,790 CHF | 553,838 CHF | 99.00% | 99.00% |
14/05/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,285,590 CHF | 552,465 CHF | 99.22% | 99.22% |
13/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,308,850 CHF | 562,434 CHF | 98.37% | 98.37% |
10/05/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,334,810 CHF | 573,560 CHF | 99.22% | 99.22% |
08/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,317,940 CHF | 566,331 CHF | 99.19% | 99.19% |
07/05/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,318,550 CHF | 566,593 CHF | 99.20% | 99.20% |
06/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,289,020 CHF | 553,935 CHF | 99.26% | 99.26% |
03/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,278,270 CHF | 549,329 CHF | 93.44% | 93.44% |
02/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,241,020 CHF | 533,366 CHF | 99.19% | 99.19% |