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 | 0.46% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 217,165 CHF | 218,165 CHF | 99.84% | 99.84% |
15/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,210 CHF | 217,210 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,887 CHF | 210,887 CHF | 99.01% | 99.01% |
13/05/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 197,683 CHF | 198,683 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,500 CHF | 199,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,190 CHF | 199,190 CHF | 100.00% | 100.00% |
07/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 192,774 CHF | 193,774 CHF | 99.83% | 99.83% |
06/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,250 CHF | 191,250 CHF | 99.78% | 99.78% |
03/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 99,998 | 182,933 CHF | 183,929 CHF | 100.00% | 100.00% |
02/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 181,753 CHF | 182,753 CHF | 99.95% | 99.95% |