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 | 0.68% | 1.73 CHF | 1.74 CHF | 200,000 | 200,000 | 179,396 | 179,396 | 308,447 CHF | 310,411 CHF | 98.53% | 98.53% |
15/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 200,000 | 200,000 | 197,708 | 197,708 | 383,833 CHF | 385,816 CHF | 98.94% | 98.94% |
14/05/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 200,000 | 200,000 | 192,267 | 192,267 | 391,049 CHF | 393,043 CHF | 100.00% | 100.00% |
13/05/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 390,064 CHF | 392,064 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 394,007 CHF | 396,007 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 413,161 CHF | 415,161 CHF | 100.00% | 100.00% |
07/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,073 CHF | 425,073 CHF | 98.92% | 98.92% |
06/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 432,178 CHF | 434,178 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 445,821 CHF | 447,821 CHF | 98.69% | 98.69% |
02/05/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 431,523 CHF | 433,523 CHF | 96.19% | 96.19% |