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 | 0.42% | 2.35 CHF | 2.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 355,224 CHF | 118,908 CHF | 98.49% | 98.49% |
15/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 353,691 CHF | 118,397 CHF | 98.31% | 98.31% |
14/05/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 356,580 CHF | 119,360 CHF | 99.35% | 99.35% |
13/05/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 364,222 CHF | 121,907 CHF | 98.93% | 98.93% |
10/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 372,876 CHF | 124,792 CHF | 99.22% | 99.22% |
08/05/2024 | 0.38% | 2.50 CHF | 2.51 CHF | 150,000 | 50,000 | 150,000 | 49,988 | 390,770 CHF | 130,727 CHF | 98.60% | 98.60% |
07/05/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 447,642 CHF | 149,714 CHF | 94.70% | 94.70% |
06/05/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 459,185 CHF | 153,562 CHF | 99.37% | 99.37% |
03/05/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 434,035 CHF | 145,178 CHF | 99.27% | 99.27% |
02/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 433,873 CHF | 145,124 CHF | 99.36% | 99.36% |