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 | 836,534 CHF | 279,845 CHF | 98.81% | 98.81% |
15/05/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,357 CHF | 277,786 CHF | 98.69% | 98.69% |
14/05/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 810,849 CHF | 271,283 CHF | 98.82% | 98.82% |
13/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 820,416 CHF | 274,472 CHF | 93.14% | 93.14% |
10/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 827,306 CHF | 276,769 CHF | 98.63% | 98.63% |
08/05/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 844,714 CHF | 282,571 CHF | 98.31% | 98.31% |
07/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 849,805 CHF | 284,268 CHF | 98.44% | 98.44% |
06/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 852,342 CHF | 285,114 CHF | 98.45% | 98.45% |
03/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 854,623 CHF | 285,874 CHF | 98.74% | 98.74% |
02/05/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 843,379 CHF | 282,126 CHF | 98.76% | 98.76% |