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 | 0.38% | 2.58 CHF | 2.59 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 390,266 CHF | 130,589 CHF | 98.49% | 98.49% |
15/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 388,634 CHF | 130,045 CHF | 98.31% | 98.31% |
14/05/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 391,589 CHF | 131,030 CHF | 99.36% | 99.36% |
13/05/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 399,277 CHF | 133,592 CHF | 98.92% | 98.92% |
10/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 408,311 CHF | 136,604 CHF | 99.23% | 99.23% |
08/05/2024 | 0.35% | 2.73 CHF | 2.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 427,006 CHF | 142,835 CHF | 98.61% | 98.61% |
07/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 486,061 CHF | 162,520 CHF | 94.70% | 94.70% |
06/05/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 497,960 CHF | 166,487 CHF | 99.37% | 99.37% |
03/05/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 471,146 CHF | 157,549 CHF | 99.27% | 99.27% |
02/05/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 470,929 CHF | 157,476 CHF | 99.36% | 99.36% |