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 | 0.34% | 2.90 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,183 CHF | 74,433 CHF | 99.88% | 99.88% |
15/05/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,661 CHF | 70,911 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,357 CHF | 66,607 CHF | 84.25% | 84.25% |
13/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,899 CHF | 65,149 CHF | 100.00% | 100.00% |
10/05/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,823 CHF | 65,073 CHF | 100.00% | 100.00% |
08/05/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,345 CHF | 66,595 CHF | 100.00% | 100.00% |
07/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,069 CHF | 70,319 CHF | 99.86% | 99.86% |
06/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,914 CHF | 63,164 CHF | 99.83% | 99.83% |
03/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,547 CHF | 61,797 CHF | 100.00% | 100.00% |
02/05/2024 | 0.42% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,776 CHF | 60,026 CHF | 100.00% | 100.00% |