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 | 0.50% | 2.03 CHF | 2.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 603,228 CHF | 606,228 CHF | 99.91% | 99.91% |
15/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 608,787 CHF | 611,787 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 616,609 CHF | 619,609 CHF | 99.76% | 99.76% |
13/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 613,476 CHF | 616,476 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 614,300 CHF | 617,300 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 619,635 CHF | 622,635 CHF | 96.88% | 96.88% |
07/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 615,068 CHF | 618,068 CHF | 99.83% | 99.83% |
06/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 608,471 CHF | 611,471 CHF | 99.76% | 99.76% |
03/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 612,316 CHF | 615,316 CHF | 99.98% | 99.98% |
02/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 630,179 CHF | 633,179 CHF | 100.00% | 100.00% |