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 | 1.21% | 2.41 CHF | 2.44 CHF | 50,000 | 50,000 | 49,939 | 49,939 | 123,703 CHF | 125,203 CHF | 100.00% | 100.00% |
15/05/2024 | 1.30% | 2.35 CHF | 2.38 CHF | 50,000 | 50,000 | 49,910 | 49,910 | 114,578 CHF | 116,078 CHF | 100.00% | 100.00% |
14/05/2024 | 1.31% | 2.30 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,657 CHF | 115,157 CHF | 99.80% | 99.80% |
13/05/2024 | 1.36% | 2.21 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,889 CHF | 111,389 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 2.26 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,716 CHF | 117,216 CHF | 100.00% | 100.00% |
08/05/2024 | 1.28% | 2.34 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,815 CHF | 118,315 CHF | 99.77% | 99.77% |
07/05/2024 | 1.16% | 2.55 CHF | 2.58 CHF | 50,000 | 50,000 | 49,973 | 49,973 | 128,666 CHF | 130,166 CHF | 98.43% | 98.43% |
06/05/2024 | 1.18% | 2.59 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,693 CHF | 128,193 CHF | 100.00% | 100.00% |
03/05/2024 | 1.31% | 2.33 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,004 CHF | 115,504 CHF | 99.87% | 99.87% |
02/05/2024 | 1.27% | 2.28 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,225 CHF | 118,725 CHF | 99.67% | 99.67% |