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 | 0.43% | 2.28 CHF | 2.29 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 345,117 CHF | 115,539 CHF | 98.49% | 98.49% |
15/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 343,537 CHF | 115,012 CHF | 98.31% | 98.31% |
14/05/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 346,492 CHF | 115,997 CHF | 99.36% | 99.36% |
13/05/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 354,016 CHF | 118,505 CHF | 98.93% | 98.93% |
10/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 363,105 CHF | 121,535 CHF | 99.22% | 99.22% |
08/05/2024 | 0.39% | 2.43 CHF | 2.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 381,410 CHF | 127,637 CHF | 98.61% | 98.61% |
07/05/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 439,721 CHF | 147,074 CHF | 94.70% | 94.70% |
06/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 451,531 CHF | 151,010 CHF | 99.37% | 99.37% |
03/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 425,443 CHF | 142,314 CHF | 99.27% | 99.27% |
02/05/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 425,251 CHF | 142,250 CHF | 99.36% | 99.36% |