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 | 0.53% | 1.85 CHF | 1.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 280,797 CHF | 94,099 CHF | 98.49% | 98.49% |
15/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 279,642 CHF | 93,714 CHF | 98.31% | 98.31% |
14/05/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 282,357 CHF | 94,619 CHF | 99.35% | 99.35% |
13/05/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 289,359 CHF | 96,953 CHF | 98.93% | 98.93% |
10/05/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 297,488 CHF | 99,663 CHF | 99.22% | 99.22% |
08/05/2024 | 0.48% | 1.99 CHF | 2.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 314,544 CHF | 105,348 CHF | 98.60% | 98.60% |
07/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 368,256 CHF | 123,252 CHF | 94.70% | 94.70% |
06/05/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 379,403 CHF | 126,968 CHF | 99.36% | 99.36% |
03/05/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 356,043 CHF | 119,181 CHF | 99.27% | 99.27% |
02/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 356,008 CHF | 119,169 CHF | 99.36% | 99.36% |