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 | 0.36% | 2.83 CHF | 2.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 836,694 CHF | 279,898 CHF | 98.81% | 98.81% |
15/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,497 CHF | 277,832 CHF | 98.69% | 98.69% |
14/05/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 811,002 CHF | 271,334 CHF | 98.83% | 98.83% |
13/05/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 820,527 CHF | 274,509 CHF | 93.16% | 93.16% |
10/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 827,500 CHF | 276,833 CHF | 98.63% | 98.63% |
08/05/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 844,863 CHF | 282,621 CHF | 98.31% | 98.31% |
07/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 849,966 CHF | 284,322 CHF | 98.43% | 98.43% |
06/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 852,478 CHF | 285,159 CHF | 98.45% | 98.45% |
03/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 854,755 CHF | 285,918 CHF | 98.74% | 98.74% |
02/05/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 843,501 CHF | 282,167 CHF | 98.79% | 98.79% |