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 | 0.28% | 3.62 CHF | 3.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 543,690 CHF | 545,190 CHF | 99.06% | 99.06% |
15/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 544,575 CHF | 546,075 CHF | 99.17% | 99.17% |
14/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 543,054 CHF | 544,554 CHF | 98.93% | 98.93% |
13/05/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 553,027 CHF | 554,527 CHF | 99.17% | 99.17% |
10/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 564,227 CHF | 565,727 CHF | 96.49% | 96.49% |
08/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 557,161 CHF | 558,661 CHF | 99.18% | 99.18% |
07/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 557,339 CHF | 558,839 CHF | 98.99% | 98.99% |
06/05/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 544,634 CHF | 546,134 CHF | 98.95% | 98.95% |
03/05/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 540,360 CHF | 541,860 CHF | 99.17% | 99.17% |
02/05/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 524,085 CHF | 525,585 CHF | 98.85% | 98.85% |