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 | 0.34% | 2.89 CHF | 2.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 437,037 CHF | 146,179 CHF | 98.49% | 98.49% |
15/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 435,137 CHF | 145,546 CHF | 98.31% | 98.31% |
14/05/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 438,082 CHF | 146,527 CHF | 99.35% | 99.35% |
13/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 446,107 CHF | 149,202 CHF | 98.93% | 98.93% |
10/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 455,696 CHF | 152,399 CHF | 99.22% | 99.22% |
08/05/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 474,477 CHF | 158,659 CHF | 98.61% | 98.61% |
07/05/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 535,101 CHF | 178,867 CHF | 94.70% | 94.70% |
06/05/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 547,026 CHF | 182,842 CHF | 99.37% | 99.37% |
03/05/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 519,037 CHF | 173,512 CHF | 99.27% | 99.27% |
02/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 518,852 CHF | 173,451 CHF | 99.36% | 99.36% |