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 | 0.45% | 2.21 CHF | 2.22 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 88,083 CHF | 88,483 CHF | 99.76% | 99.76% |
15/05/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 90,496 CHF | 90,896 CHF | 99.42% | 99.42% |
14/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 91,992 CHF | 92,392 CHF | 99.23% | 99.23% |
13/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,543 CHF | 92,943 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,322 CHF | 92,722 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,491 CHF | 92,891 CHF | 100.00% | 100.00% |
07/05/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,088 CHF | 94,488 CHF | 99.75% | 99.75% |
06/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,408 CHF | 94,808 CHF | 99.51% | 99.51% |
03/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,859 CHF | 95,259 CHF | 99.72% | 99.72% |
02/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,483 CHF | 92,883 CHF | 100.00% | 100.00% |