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% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 199,829 CHF | 200,821 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 201,752 CHF | 202,744 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 99,410 | 99,410 | 201,052 CHF | 202,047 CHF | 98.97% | 98.97% |
13/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 202,168 CHF | 203,160 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 99,239 | 99,239 | 203,790 CHF | 204,783 CHF | 93.35% | 99.47% |
08/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 99,764 | 99,764 | 206,209 CHF | 207,207 CHF | 99.46% | 99.46% |
07/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 98,976 | 98,976 | 205,618 CHF | 206,609 CHF | 96.30% | 99.62% |
06/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 98,816 | 98,816 | 204,417 CHF | 205,406 CHF | 95.60% | 98.47% |
03/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 99,677 | 99,677 | 203,892 CHF | 204,890 CHF | 97.71% | 98.35% |
02/05/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100,000 | 100,000 | 99,706 | 99,706 | 208,877 CHF | 209,874 CHF | 98.89% | 98.89% |