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 | 0.37% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,311 CHF | 133,811 CHF | 99.76% | 99.76% |
15/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,920 CHF | 133,420 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,606 CHF | 134,106 CHF | 100.00% | 100.00% |
13/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,633 CHF | 136,133 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,008 CHF | 138,508 CHF | 99.84% | 99.84% |
08/05/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,778 CHF | 143,278 CHF | 99.99% | 99.99% |
07/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,991 CHF | 158,491 CHF | 99.76% | 99.76% |
06/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,083 CHF | 161,583 CHF | 99.53% | 99.53% |
03/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,021 CHF | 154,521 CHF | 99.58% | 99.58% |
02/05/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,965 CHF | 154,465 CHF | 100.00% | 100.00% |