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 | 0.36% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,753 CHF | 140,253 CHF | 99.76% | 99.76% |
15/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,905 CHF | 140,405 CHF | 100.00% | 100.00% |
14/05/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,652 CHF | 140,152 CHF | 100.00% | 100.00% |
13/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,831 CHF | 139,331 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,507 CHF | 139,007 CHF | 2.29% | 2.29% |
08/05/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,112 CHF | 136,612 CHF | 100.00% | 100.00% |
07/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,038 CHF | 130,538 CHF | 99.76% | 99.76% |
06/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,758 CHF | 129,258 CHF | 99.53% | 99.53% |
03/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,656 CHF | 132,156 CHF | 99.58% | 99.58% |
02/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,737 CHF | 132,237 CHF | 100.00% | 100.00% |