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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 494,666 CHF | 496,666 CHF | 88.40% | 88.40% |
16/05/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 472,034 CHF | 474,034 CHF | 98.59% | 98.59% |
15/05/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 437,410 CHF | 439,410 CHF | 94.34% | 94.34% |
14/05/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 410,239 CHF | 412,239 CHF | 98.94% | 98.94% |
13/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 409,528 CHF | 411,528 CHF | 95.49% | 95.49% |
10/05/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 393,414 CHF | 395,414 CHF | 97.14% | 97.14% |
08/05/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 346,260 CHF | 348,260 CHF | 99.32% | 99.32% |
07/05/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 314,828 CHF | 316,828 CHF | 84.49% | 84.49% |
06/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 281,378 CHF | 283,378 CHF | 92.67% | 92.67% |
03/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 262,264 CHF | 264,264 CHF | 93.30% | 93.30% |