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 | 0.69% | 2.87 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,483 CHF | 144,483 CHF | 99.25% | 99.25% |
15/05/2024 | 0.74% | 2.88 CHF | 2.90 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 139,520 CHF | 140,555 CHF | 98.90% | 98.90% |
14/05/2024 | 0.76% | 2.78 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,781 CHF | 139,836 CHF | 99.99% | 99.99% |
13/05/2024 | 0.70% | 2.85 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,249 CHF | 143,249 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 2.78 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,145 CHF | 141,145 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 2.80 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,142 CHF | 142,210 CHF | 98.86% | 98.86% |
07/05/2024 | 0.74% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,354 CHF | 135,354 CHF | 97.06% | 97.06% |
06/05/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,292 CHF | 133,292 CHF | 99.37% | 99.37% |
03/05/2024 | 0.74% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,938 CHF | 132,913 CHF | 97.92% | 97.92% |
02/05/2024 | 0.77% | 2.58 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,424 CHF | 130,424 CHF | 99.40% | 99.40% |