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 | 0.40% | 2.50 CHF | 2.51 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 111,635 CHF | 112,081 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 2.50 CHF | 2.51 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 107,882 CHF | 108,329 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 45,000 | 45,000 | 44,723 | 44,723 | 109,928 CHF | 110,376 CHF | 98.94% | 98.94% |
13/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 109,675 CHF | 110,121 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 45,000 | 45,000 | 44,641 | 44,641 | 108,785 CHF | 109,232 CHF | 87.32% | 93.44% |
08/05/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 45,000 | 45,000 | 44,905 | 44,905 | 102,392 CHF | 102,841 CHF | 99.40% | 99.40% |
07/05/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 45,000 | 45,000 | 44,556 | 44,556 | 94,167 CHF | 94,613 CHF | 99.43% | 99.43% |
06/05/2024 | 0.46% | 2.10 CHF | 2.11 CHF | 45,000 | 45,000 | 44,550 | 44,550 | 97,788 CHF | 98,234 CHF | 97.09% | 97.09% |
03/05/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 45,000 | 45,000 | 44,829 | 44,829 | 97,258 CHF | 97,706 CHF | 96.76% | 97.41% |
02/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 45,000 | 45,000 | 44,871 | 44,871 | 96,272 CHF | 96,721 CHF | 99.26% | 99.26% |