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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 249,380 CHF | 250,080 CHF | 98.88% | 98.88% |
16/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 70,000 | 70,000 | 69,916 | 69,916 | 244,146 CHF | 244,846 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 70,000 | 70,000 | 69,870 | 69,870 | 239,609 CHF | 240,309 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 238,024 CHF | 238,724 CHF | 99.91% | 99.91% |
13/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 242,733 CHF | 243,433 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 239,755 CHF | 240,455 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 241,016 CHF | 241,716 CHF | 99.14% | 99.14% |
07/05/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 70,000 | 70,000 | 69,928 | 69,928 | 231,492 CHF | 232,192 CHF | 99.86% | 99.86% |
06/05/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 229,115 CHF | 229,815 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 228,626 CHF | 229,326 CHF | 99.98% | 99.98% |