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 | 0.57% | 1.77 CHF | 1.78 CHF | 150,000 | 150,000 | 149,884 | 149,881 | 264,364 CHF | 265,860 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 1.85 CHF | 1.86 CHF | 150,000 | 150,000 | 149,699 | 149,665 | 311,958 CHF | 313,387 CHF | 99.83% | 99.83% |
14/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 150,000 | 150,000 | 149,969 | 149,966 | 343,138 CHF | 344,631 CHF | 99.87% | 99.87% |
13/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 356,762 CHF | 358,262 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.38 CHF | 2.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 333,813 CHF | 335,313 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 2.75 CHF | 2.76 CHF | 150,000 | 150,000 | 149,967 | 149,967 | 422,821 CHF | 424,321 CHF | 99.29% | 99.29% |
07/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 150,000 | 150,000 | 149,898 | 149,898 | 418,175 CHF | 419,675 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 426,010 CHF | 427,510 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 473,220 CHF | 474,720 CHF | 98.69% | 98.69% |
02/05/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 484,431 CHF | 485,931 CHF | 99.98% | 99.98% |