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 | 0.52% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 192,194 CHF | 193,186 CHF | 99.93% | 100.00% |
15/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 194,465 CHF | 195,457 CHF | 100.00% | 100.00% |
14/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 99,411 | 99,411 | 193,671 CHF | 194,666 CHF | 98.91% | 98.91% |
13/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 194,802 CHF | 195,793 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 99,405 | 99,405 | 196,860 CHF | 197,855 CHF | 99.35% | 99.35% |
08/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 99,763 | 99,763 | 198,587 CHF | 199,584 CHF | 99.47% | 99.47% |
07/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 98,972 | 98,972 | 198,121 CHF | 199,112 CHF | 99.66% | 99.66% |
06/05/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 98,743 | 98,743 | 196,908 CHF | 197,897 CHF | 94.76% | 98.32% |
03/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 99,574 | 99,574 | 196,344 CHF | 197,340 CHF | 98.73% | 98.73% |
02/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 99,707 | 99,707 | 201,346 CHF | 202,343 CHF | 99.50% | 99.50% |