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 | 0.33% | 2.96 CHF | 2.97 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 682,471 CHF | 152,160 CHF | 99.17% | 99.17% |
15/05/2024 | 0.34% | 3.13 CHF | 3.14 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 668,972 CHF | 149,160 CHF | 99.17% | 99.17% |
14/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 648,423 CHF | 144,594 CHF | 99.16% | 99.16% |
13/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 650,722 CHF | 145,105 CHF | 98.59% | 98.59% |
10/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 678,685 CHF | 151,319 CHF | 99.16% | 99.16% |
08/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 616,447 CHF | 137,488 CHF | 99.17% | 99.17% |
07/05/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 601,797 CHF | 134,233 CHF | 97.94% | 97.94% |
06/05/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 636,044 CHF | 141,843 CHF | 99.17% | 99.17% |
03/05/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 636,590 CHF | 141,964 CHF | 99.16% | 99.16% |
02/05/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 605,413 CHF | 202,554 CHF | 99.15% | 99.15% |