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 | 0.49% | 2.03 CHF | 2.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 512,649 CHF | 206,060 CHF | 99.17% | 99.17% |
15/05/2024 | 0.47% | 2.04 CHF | 2.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 533,860 CHF | 214,544 CHF | 94.71% | 94.71% |
14/05/2024 | 0.42% | 2.28 CHF | 2.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 588,978 CHF | 236,591 CHF | 99.16% | 99.16% |
13/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 654,332 CHF | 262,733 CHF | 98.69% | 98.69% |
10/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 654,774 CHF | 262,910 CHF | 99.17% | 99.17% |
08/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 664,664 CHF | 266,866 CHF | 99.17% | 99.17% |
07/05/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 676,478 CHF | 271,591 CHF | 97.17% | 97.17% |
06/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 693,200 CHF | 278,280 CHF | 99.17% | 99.17% |
03/05/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 683,824 CHF | 274,529 CHF | 99.14% | 99.14% |
02/05/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 710,406 CHF | 285,163 CHF | 99.11% | 99.11% |