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% | 2.17 CHF | 2.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 65,373 CHF | 65,673 CHF | 99.52% | 99.52% |
15/05/2024 | 0.88% | 2.21 CHF | 2.23 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 67,916 CHF | 68,516 CHF | 95.34% | 95.34% |
14/05/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,816 CHF | 114,316 CHF | 87.34% | 87.34% |
13/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,546 CHF | 103,046 CHF | 99.06% | 99.06% |
10/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,574 CHF | 99,074 CHF | 98.15% | 98.15% |
08/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,203 CHF | 97,703 CHF | 95.49% | 95.49% |
07/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,879 CHF | 101,379 CHF | 99.53% | 99.53% |
06/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,162 CHF | 98,662 CHF | 99.54% | 99.54% |
03/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,526 CHF | 95,026 CHF | 98.93% | 98.93% |
02/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,847 CHF | 92,347 CHF | 93.27% | 93.27% |