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 | 0.44% | 2.24 CHF | 2.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 562,875 CHF | 226,150 CHF | 99.37% | 99.37% |
15/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 560,628 CHF | 225,251 CHF | 98.26% | 98.26% |
14/05/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 564,394 CHF | 226,758 CHF | 99.37% | 99.37% |
13/05/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 574,540 CHF | 230,816 CHF | 98.85% | 98.85% |
10/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 586,673 CHF | 235,669 CHF | 99.22% | 99.22% |
08/05/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 610,070 CHF | 245,028 CHF | 99.34% | 99.34% |
07/05/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 686,312 CHF | 275,525 CHF | 97.85% | 97.85% |
06/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 701,619 CHF | 281,647 CHF | 99.38% | 99.38% |
03/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 666,827 CHF | 267,731 CHF | 99.28% | 99.28% |
02/05/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 666,334 CHF | 267,534 CHF | 98.74% | 98.74% |