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 | 0.48% | 2.09 CHF | 2.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 625,320 CHF | 209,440 CHF | 98.83% | 98.83% |
15/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 594,372 CHF | 199,124 CHF | 99.10% | 99.10% |
14/05/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 595,342 CHF | 199,447 CHF | 98.69% | 98.69% |
13/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 605,262 CHF | 202,754 CHF | 95.17% | 95.17% |
10/05/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 605,535 CHF | 202,845 CHF | 98.95% | 98.95% |
08/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 601,189 CHF | 201,396 CHF | 98.82% | 98.82% |
07/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 567,808 CHF | 190,269 CHF | 99.15% | 99.15% |
06/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 549,201 CHF | 184,067 CHF | 98.77% | 98.77% |
03/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 542,671 CHF | 181,890 CHF | 99.10% | 99.10% |
02/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 534,541 CHF | 179,180 CHF | 98.82% | 98.82% |