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 | 0.35% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,480 CHF | 143,980 CHF | 99.84% | 99.84% |
15/05/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,360 CHF | 139,860 CHF | 100.00% | 100.00% |
14/05/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 49,997 | 50,000 | 128,271 CHF | 128,779 CHF | 98.97% | 98.97% |
13/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,263 CHF | 115,763 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,309 CHF | 115,809 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 49,997 | 113,395 CHF | 113,888 CHF | 100.00% | 100.00% |
07/05/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,130 CHF | 111,630 CHF | 99.82% | 99.82% |
06/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,836 CHF | 108,336 CHF | 99.78% | 99.78% |
03/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,862 CHF | 110,362 CHF | 100.00% | 100.00% |
02/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,557 CHF | 105,057 CHF | 100.00% | 100.00% |