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 | 0.51% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 195,629 CHF | 196,629 CHF | 99.84% | 99.84% |
15/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,631 CHF | 195,631 CHF | 100.00% | 100.00% |
14/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,286 CHF | 189,286 CHF | 99.80% | 99.80% |
13/05/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,093 CHF | 177,093 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,896 CHF | 177,896 CHF | 100.00% | 100.00% |
08/05/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,671 CHF | 177,671 CHF | 100.00% | 100.00% |
07/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,294 CHF | 172,294 CHF | 99.83% | 99.83% |
06/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,726 CHF | 169,726 CHF | 99.76% | 99.76% |
03/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,368 CHF | 162,368 CHF | 99.94% | 99.94% |
02/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,200 CHF | 161,200 CHF | 99.93% | 99.93% |