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 | 0.41% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,921 CHF | 182,671 CHF | 99.33% | 99.33% |
15/05/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,493 CHF | 175,243 CHF | 99.33% | 99.33% |
14/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,921 CHF | 169,671 CHF | 99.03% | 99.03% |
13/05/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,160 CHF | 157,910 CHF | 98.41% | 98.41% |
10/05/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,223 CHF | 169,973 CHF | 99.34% | 99.34% |
08/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,702 CHF | 174,452 CHF | 99.28% | 99.28% |
07/05/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,271 CHF | 169,021 CHF | 99.32% | 99.32% |
06/05/2024 | 0.46% | 2.17 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,228 CHF | 163,978 CHF | 99.35% | 99.35% |
03/05/2024 | 0.46% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,339 CHF | 163,089 CHF | 99.22% | 99.22% |
02/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,954 CHF | 158,704 CHF | 98.15% | 98.15% |