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% | 2.29 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,071 CHF | 57,321 CHF | 99.76% | 99.76% |
15/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,308 CHF | 55,558 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,084 CHF | 54,334 CHF | 100.00% | 100.00% |
13/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,628 CHF | 53,878 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,105 CHF | 53,355 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,706 CHF | 51,956 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,378 CHF | 50,628 CHF | 99.76% | 99.76% |
06/05/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,974 CHF | 50,224 CHF | 99.52% | 99.52% |
03/05/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,420 CHF | 48,670 CHF | 99.71% | 99.71% |
02/05/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,553 CHF | 47,803 CHF | 100.00% | 100.00% |