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% | 2.00 CHF | 2.01 CHF | 110,000 | 110,000 | 109,924 | 109,924 | 219,836 CHF | 220,936 CHF | 99.75% | 99.75% |
15/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 110,000 | 110,000 | 109,786 | 109,786 | 222,388 CHF | 223,488 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 110,000 | 110,000 | 109,980 | 109,980 | 220,489 CHF | 221,589 CHF | 100.00% | 100.00% |
13/05/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 119,891 | 119,891 | 228,895 CHF | 230,094 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 222,576 CHF | 223,776 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 120,000 | 120,000 | 119,980 | 119,980 | 211,533 CHF | 212,733 CHF | 99.09% | 99.09% |
07/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 120,000 | 120,000 | 121,849 | 121,849 | 211,877 CHF | 213,096 CHF | 99.94% | 99.94% |
06/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 220,014 CHF | 221,314 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 130,000 | 130,000 | 122,708 | 122,708 | 220,123 CHF | 221,350 CHF | 99.05% | 99.05% |
02/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 221,756 CHF | 222,956 CHF | 100.00% | 100.00% |