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 | 0.39% | 2.56 CHF | 2.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 387,290 CHF | 129,597 CHF | 98.49% | 98.49% |
15/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 385,440 CHF | 128,980 CHF | 98.31% | 98.31% |
14/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 388,491 CHF | 129,997 CHF | 99.35% | 99.35% |
13/05/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 396,574 CHF | 132,691 CHF | 98.92% | 98.92% |
10/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 405,734 CHF | 135,745 CHF | 99.23% | 99.23% |
08/05/2024 | 0.35% | 2.72 CHF | 2.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 424,796 CHF | 142,099 CHF | 98.61% | 98.61% |
07/05/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 485,462 CHF | 162,321 CHF | 94.69% | 94.69% |
06/05/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 497,276 CHF | 166,259 CHF | 99.36% | 99.36% |
03/05/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 469,487 CHF | 156,996 CHF | 99.27% | 99.27% |
02/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 469,350 CHF | 156,950 CHF | 99.36% | 99.36% |