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 | 0.44% | 2.25 CHF | 2.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 225,059 CHF | 226,059 CHF | 99.91% | 99.91% |
15/05/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,837 CHF | 230,837 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 236,565 CHF | 237,565 CHF | 99.76% | 99.76% |
13/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 237,509 CHF | 238,509 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,221 CHF | 240,221 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,088 CHF | 245,088 CHF | 96.88% | 96.88% |
07/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,152 CHF | 239,152 CHF | 99.83% | 99.83% |
06/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 234,651 CHF | 235,651 CHF | 99.76% | 99.76% |
03/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 236,905 CHF | 237,905 CHF | 99.99% | 99.99% |
02/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 243,155 CHF | 244,155 CHF | 100.00% | 100.00% |