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 | 0.51% | 1.95 CHF | 1.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 971,787 CHF | 195,357 CHF | 99.27% | 99.27% |
15/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 966,034 CHF | 194,207 CHF | 99.07% | 99.07% |
14/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 972,462 CHF | 195,492 CHF | 99.27% | 99.27% |
13/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 978,573 CHF | 196,715 CHF | 98.46% | 98.46% |
10/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,004,360 CHF | 201,871 CHF | 99.27% | 99.27% |
08/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,013,020 CHF | 203,604 CHF | 99.27% | 99.27% |
07/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,002,320 CHF | 201,464 CHF | 98.13% | 98.13% |
06/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 996,494 CHF | 200,299 CHF | 99.27% | 99.27% |
03/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 998,752 CHF | 200,750 CHF | 99.17% | 99.17% |
02/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 989,231 CHF | 198,846 CHF | 99.27% | 99.27% |