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 | 0.49% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,834 CHF | 205,834 CHF | 99.82% | 99.82% |
15/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,821 CHF | 206,821 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,176 CHF | 213,176 CHF | 99.74% | 99.74% |
13/05/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 224,485 CHF | 225,485 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 223,791 CHF | 224,791 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 224,121 CHF | 225,121 CHF | 100.00% | 100.00% |
07/05/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,588 CHF | 230,588 CHF | 99.83% | 99.83% |
06/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 232,191 CHF | 233,191 CHF | 99.78% | 99.78% |
03/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,668 CHF | 240,668 CHF | 100.00% | 100.00% |
02/05/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,912 CHF | 241,912 CHF | 99.95% | 99.95% |