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 | 0.49% | 2.04 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,770 CHF | 51,020 CHF | 99.84% | 99.84% |
15/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,733 CHF | 51,983 CHF | 99.64% | 99.64% |
14/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,169 CHF | 51,419 CHF | 99.01% | 99.01% |
13/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,599 CHF | 52,849 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 24,997 | 25,000 | 50,924 CHF | 51,181 CHF | 99.87% | 99.87% |
08/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,783 CHF | 49,033 CHF | 100.00% | 100.00% |
07/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,189 CHF | 48,439 CHF | 99.78% | 99.78% |
06/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,269 CHF | 48,519 CHF | 99.78% | 99.78% |
03/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,278 CHF | 47,528 CHF | 99.99% | 99.99% |
02/05/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 24,994 | 24,995 | 46,533 CHF | 46,786 CHF | 99.98% | 99.98% |