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 | 0.63% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,255 CHF | 119,003 CHF | 99.32% | 99.32% |
15/05/2024 | 0.61% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 113,208 CHF | 113,549 CHF | 98.95% | 98.95% |
14/05/2024 | 1.15% | 2.13 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,368 CHF | 51,963 CHF | 95.41% | 95.41% |
13/05/2024 | 0.68% | 1.78 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,046 CHF | 90,662 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,054 CHF | 90,738 CHF | 100.00% | 100.00% |
08/05/2024 | 0.77% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,188 CHF | 88,867 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,920 CHF | 86,631 CHF | 98.92% | 98.92% |
06/05/2024 | 0.83% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,552 CHF | 83,238 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,591 CHF | 85,207 CHF | 98.30% | 98.30% |
02/05/2024 | 0.77% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,300 CHF | 79,914 CHF | 99.13% | 99.13% |