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 | 0.50% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 595,851 CHF | 199,617 CHF | 98.89% | 98.89% |
15/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 565,480 CHF | 189,494 CHF | 99.11% | 99.11% |
14/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,461 CHF | 189,820 CHF | 98.70% | 98.70% |
13/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 576,332 CHF | 193,111 CHF | 95.18% | 95.18% |
10/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 576,111 CHF | 193,037 CHF | 98.94% | 98.94% |
08/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 572,301 CHF | 191,767 CHF | 98.83% | 98.83% |
07/05/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 539,061 CHF | 180,687 CHF | 99.15% | 99.15% |
06/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 520,797 CHF | 174,599 CHF | 98.79% | 98.79% |
03/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 514,229 CHF | 172,410 CHF | 99.08% | 99.08% |
02/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 506,061 CHF | 169,687 CHF | 99.13% | 99.13% |