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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.24% | 2.50 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,195 CHF | 124,736 CHF | 99.89% | 99.89% |
16/05/2024 | 1.28% | 2.40 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,031 CHF | 121,579 CHF | 98.01% | 98.01% |
15/05/2024 | 1.31% | 2.41 CHF | 2.44 CHF | 50,000 | 50,000 | 49,802 | 49,753 | 116,724 CHF | 118,134 CHF | 97.04% | 97.04% |
14/05/2024 | 1.31% | 2.32 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,940 CHF | 117,466 CHF | 99.96% | 99.96% |
13/05/2024 | 1.26% | 2.38 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,011 CHF | 120,515 CHF | 100.00% | 100.00% |
10/05/2024 | 1.30% | 2.32 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,060 CHF | 118,589 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 2.34 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,869 CHF | 119,402 CHF | 98.85% | 98.85% |
07/05/2024 | 1.33% | 2.33 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,818 CHF | 113,318 CHF | 97.06% | 97.06% |
06/05/2024 | 1.35% | 2.20 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,418 CHF | 111,918 CHF | 99.37% | 99.37% |
03/05/2024 | 1.33% | 2.21 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,007 CHF | 111,481 CHF | 97.90% | 97.90% |