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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.28% | 2.42 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,126 CHF | 120,659 CHF | 99.89% | 99.89% |
16/05/2024 | 1.31% | 2.32 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,832 CHF | 117,362 CHF | 98.01% | 98.01% |
15/05/2024 | 1.35% | 2.33 CHF | 2.36 CHF | 50,000 | 50,000 | 49,802 | 49,753 | 112,416 CHF | 113,823 CHF | 97.04% | 97.04% |
14/05/2024 | 1.36% | 2.24 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,536 CHF | 113,062 CHF | 99.60% | 99.60% |
13/05/2024 | 1.32% | 2.30 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,731 CHF | 116,258 CHF | 100.00% | 100.00% |
10/05/2024 | 1.34% | 2.23 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,776 CHF | 114,299 CHF | 100.00% | 100.00% |
08/05/2024 | 1.32% | 2.25 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,609 CHF | 115,120 CHF | 98.86% | 98.86% |
07/05/2024 | 1.39% | 2.24 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,338 CHF | 108,838 CHF | 97.06% | 97.06% |
06/05/2024 | 1.41% | 2.11 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,720 CHF | 107,220 CHF | 99.38% | 99.38% |
03/05/2024 | 1.39% | 2.12 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,348 CHF | 106,821 CHF | 97.93% | 97.93% |