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 | 0.45% | 2.24 CHF | 2.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 549,312 CHF | 220,725 CHF | 99.17% | 99.17% |
15/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 551,957 CHF | 221,783 CHF | 94.70% | 94.70% |
14/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 249,995 | 100,000 | 546,660 CHF | 219,668 CHF | 99.16% | 99.16% |
13/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 545,812 CHF | 219,325 CHF | 98.69% | 98.69% |
10/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 539,789 CHF | 216,916 CHF | 99.17% | 99.17% |
08/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 509,208 CHF | 204,683 CHF | 99.17% | 99.17% |
07/05/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 515,563 CHF | 207,225 CHF | 97.18% | 97.18% |
06/05/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 492,516 CHF | 198,007 CHF | 99.17% | 99.17% |
03/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 485,888 CHF | 195,355 CHF | 99.16% | 99.16% |
02/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 482,815 CHF | 194,126 CHF | 99.12% | 99.12% |