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 | 0.66% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,267 CHF | 155,293 CHF | 99.25% | 99.25% |
15/05/2024 | 0.67% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 150,288 CHF | 151,294 CHF | 98.90% | 98.90% |
14/05/2024 | 0.67% | 3.00 CHF | 3.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,631 CHF | 150,631 CHF | 99.89% | 99.89% |
13/05/2024 | 0.65% | 3.06 CHF | 3.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,040 CHF | 154,040 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 3.00 CHF | 3.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,959 CHF | 151,982 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 3.01 CHF | 3.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,028 CHF | 153,028 CHF | 98.85% | 98.85% |
07/05/2024 | 0.69% | 3.01 CHF | 3.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,141 CHF | 146,141 CHF | 97.06% | 97.06% |
06/05/2024 | 0.70% | 2.86 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,153 CHF | 144,153 CHF | 99.37% | 99.37% |
03/05/2024 | 0.70% | 2.86 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,716 CHF | 143,716 CHF | 97.92% | 97.92% |
02/05/2024 | 0.71% | 2.80 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,221 CHF | 141,221 CHF | 99.11% | 99.11% |