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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 978,416 CHF | 218,426 CHF | 99.17% | 99.17% |
21/05/2024 | 0.48% | 2.18 CHF | 2.19 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 927,361 CHF | 207,080 CHF | 99.07% | 99.07% |
17/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 897,802 CHF | 200,511 CHF | 99.17% | 99.17% |
16/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 891,865 CHF | 199,192 CHF | 99.17% | 99.17% |
15/05/2024 | 0.49% | 1.95 CHF | 1.96 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 910,983 CHF | 203,441 CHF | 94.71% | 94.71% |
14/05/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 984,281 CHF | 219,729 CHF | 99.16% | 99.16% |
13/05/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 942,887 CHF | 210,530 CHF | 98.69% | 98.69% |
10/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 908,865 CHF | 202,970 CHF | 99.17% | 99.17% |
08/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 922,404 CHF | 205,979 CHF | 99.17% | 99.17% |
07/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 952,567 CHF | 212,681 CHF | 96.55% | 96.55% |