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 | 0.25% | 3.98 CHF | 3.99 CHF | 150,000 | 150,000 | 149,882 | 149,882 | 595,608 CHF | 597,108 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 3.89 CHF | 3.90 CHF | 150,000 | 150,000 | 149,697 | 149,697 | 548,759 CHF | 550,259 CHF | 99.83% | 99.83% |
14/05/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 150,000 | 150,000 | 149,970 | 149,970 | 522,235 CHF | 523,735 CHF | 99.86% | 99.86% |
13/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 507,171 CHF | 508,671 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.39 CHF | 3.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 531,838 CHF | 533,338 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 150,000 | 150,000 | 149,964 | 149,964 | 445,040 CHF | 446,540 CHF | 99.29% | 99.29% |
07/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 150,000 | 150,000 | 149,888 | 149,888 | 448,546 CHF | 450,046 CHF | 100.00% | 100.00% |
06/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 439,318 CHF | 440,818 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 394,087 CHF | 395,587 CHF | 98.70% | 98.70% |
02/05/2024 | 0.39% | 2.70 CHF | 2.71 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 388,617 CHF | 390,117 CHF | 99.99% | 99.99% |