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 | 0.46% | 2.14 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,662 CHF | 54,912 CHF | 99.77% | 99.77% |
15/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,396 CHF | 54,646 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,968 CHF | 55,218 CHF | 100.00% | 100.00% |
13/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,079 CHF | 55,329 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,711 CHF | 55,961 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,765 CHF | 55,015 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,169 CHF | 54,419 CHF | 99.76% | 99.76% |
06/05/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,498 CHF | 56,748 CHF | 99.53% | 99.53% |
03/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,182 CHF | 57,432 CHF | 99.70% | 99.70% |
02/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,578 CHF | 57,828 CHF | 100.00% | 100.00% |