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 | 0.43% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,776 CHF | 115,276 CHF | 99.26% | 99.26% |
15/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,340 CHF | 110,840 CHF | 99.38% | 99.38% |
14/05/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,984 CHF | 116,484 CHF | 99.17% | 99.17% |
13/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,128 CHF | 118,628 CHF | 99.38% | 99.38% |
10/05/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,454 CHF | 114,954 CHF | 99.38% | 99.38% |
08/05/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,206 CHF | 109,706 CHF | 99.38% | 99.38% |
07/05/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,197 CHF | 108,697 CHF | 99.23% | 99.23% |
06/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,250 CHF | 112,750 CHF | 99.21% | 99.21% |
03/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,145 CHF | 117,645 CHF | 99.39% | 99.39% |
02/05/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,997 CHF | 118,497 CHF | 99.38% | 99.38% |