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 | 0.49% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,542 CHF | 152,292 CHF | 99.33% | 99.33% |
15/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,058 CHF | 144,808 CHF | 99.33% | 99.33% |
14/05/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,415 CHF | 139,165 CHF | 99.03% | 99.03% |
13/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,718 CHF | 127,468 CHF | 98.44% | 98.44% |
10/05/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,748 CHF | 139,498 CHF | 99.34% | 99.34% |
08/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,185 CHF | 143,935 CHF | 99.28% | 99.28% |
07/05/2024 | 0.54% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,834 CHF | 138,584 CHF | 99.33% | 99.33% |
06/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,852 CHF | 133,602 CHF | 99.35% | 99.35% |
03/05/2024 | 0.57% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,912 CHF | 132,662 CHF | 99.20% | 99.20% |
02/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,363 CHF | 128,113 CHF | 98.87% | 98.87% |