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 | 0.37% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,579 CHF | 201,329 CHF | 99.26% | 99.26% |
15/05/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,481 CHF | 199,231 CHF | 99.38% | 99.38% |
14/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,270 CHF | 192,020 CHF | 99.18% | 99.18% |
13/05/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,782 CHF | 190,532 CHF | 99.38% | 99.38% |
10/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,500 CHF | 188,250 CHF | 99.39% | 99.39% |
08/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,848 CHF | 185,598 CHF | 99.38% | 99.38% |
07/05/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 185,255 CHF | 186,005 CHF | 99.24% | 99.24% |
06/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,415 CHF | 190,165 CHF | 99.21% | 99.21% |
03/05/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,788 CHF | 189,538 CHF | 99.38% | 99.38% |
02/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,904 CHF | 188,654 CHF | 99.38% | 99.38% |