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 | 0.50% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 896,751 CHF | 300,417 CHF | 98.48% | 98.48% |
15/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 916,549 CHF | 307,016 CHF | 93.07% | 93.07% |
14/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 929,758 CHF | 311,419 CHF | 90.91% | 90.91% |
13/05/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 899,337 CHF | 301,279 CHF | 84.76% | 84.76% |
10/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 878,678 CHF | 294,393 CHF | 86.74% | 86.74% |
08/05/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 864,142 CHF | 289,547 CHF | 97.63% | 97.63% |
07/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 909,683 CHF | 304,728 CHF | 85.32% | 85.32% |
06/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 910,741 CHF | 305,080 CHF | 85.17% | 85.17% |
03/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 896,129 CHF | 300,210 CHF | 92.08% | 92.08% |
02/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 894,610 CHF | 299,703 CHF | 91.77% | 91.77% |