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 | 0.46% | 2.14 CHF | 2.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 429,540 CHF | 431,540 CHF | 99.53% | 99.53% |
15/05/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 455,124 CHF | 457,124 CHF | 99.52% | 99.52% |
14/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 444,917 CHF | 446,917 CHF | 99.46% | 99.46% |
13/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 420,550 CHF | 422,550 CHF | 99.53% | 99.53% |
10/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,990 CHF | 425,990 CHF | 98.20% | 98.20% |
08/05/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 435,765 CHF | 437,765 CHF | 97.52% | 97.52% |
07/05/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 446,748 CHF | 448,748 CHF | 97.83% | 97.83% |
06/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 436,101 CHF | 438,101 CHF | 99.19% | 99.19% |
03/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 417,541 CHF | 419,541 CHF | 99.41% | 99.41% |
02/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 410,871 CHF | 412,871 CHF | 99.49% | 99.49% |