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 | 0.42% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 118,099 CHF | 118,595 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 120,139 CHF | 120,635 CHF | 99.88% | 99.88% |
14/05/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 49,703 | 49,703 | 128,664 CHF | 129,161 CHF | 99.06% | 99.06% |
13/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 123,724 CHF | 124,220 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 49,613 | 49,613 | 120,192 CHF | 120,689 CHF | 93.25% | 99.40% |
08/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 49,901 | 49,901 | 122,444 CHF | 122,943 CHF | 99.47% | 99.47% |
07/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 49,475 | 49,475 | 124,753 CHF | 125,248 CHF | 99.64% | 99.64% |
06/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 49,498 | 49,498 | 124,634 CHF | 125,130 CHF | 98.27% | 98.27% |
03/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 49,789 | 49,789 | 125,522 CHF | 126,020 CHF | 97.06% | 97.72% |
02/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 49,760 | 49,760 | 126,819 CHF | 127,317 CHF | 99.10% | 99.10% |