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 | 0.45% | 2.22 CHF | 2.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 336,293 CHF | 112,598 CHF | 98.49% | 98.49% |
15/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 334,478 CHF | 111,993 CHF | 98.31% | 98.31% |
14/05/2024 | 0.44% | 2.19 CHF | 2.20 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 337,623 CHF | 113,041 CHF | 99.35% | 99.35% |
13/05/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 345,642 CHF | 115,714 CHF | 98.93% | 98.93% |
10/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 354,792 CHF | 118,764 CHF | 99.23% | 99.23% |
08/05/2024 | 0.40% | 2.38 CHF | 2.39 CHF | 150,000 | 50,000 | 149,988 | 49,989 | 373,937 CHF | 125,128 CHF | 98.61% | 98.61% |
07/05/2024 | 0.34% | 2.85 CHF | 2.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 434,313 CHF | 145,271 CHF | 94.69% | 94.69% |
06/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 446,254 CHF | 149,251 CHF | 99.37% | 99.37% |
03/05/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 418,605 CHF | 140,035 CHF | 99.27% | 99.27% |
02/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 418,360 CHF | 139,953 CHF | 99.36% | 99.36% |