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 | 0.47% | 2.10 CHF | 2.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 528,911 CHF | 212,564 CHF | 99.38% | 99.38% |
15/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 527,328 CHF | 211,931 CHF | 98.26% | 98.26% |
14/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 530,336 CHF | 213,135 CHF | 99.37% | 99.37% |
13/05/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 538,309 CHF | 216,324 CHF | 98.85% | 98.85% |
10/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 548,102 CHF | 220,241 CHF | 99.22% | 99.22% |
08/05/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 566,828 CHF | 227,731 CHF | 99.35% | 99.35% |
07/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 627,830 CHF | 252,132 CHF | 97.84% | 97.84% |
06/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 640,033 CHF | 257,013 CHF | 99.38% | 99.38% |
03/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 612,139 CHF | 245,856 CHF | 99.28% | 99.28% |
02/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 611,780 CHF | 245,712 CHF | 98.75% | 98.75% |