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 | 0.39% | 2.56 CHF | 2.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 513,189 CHF | 515,189 CHF | 99.54% | 99.54% |
15/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 538,681 CHF | 540,681 CHF | 99.51% | 99.51% |
14/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 528,398 CHF | 530,398 CHF | 99.46% | 99.46% |
13/05/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 503,852 CHF | 505,852 CHF | 99.53% | 99.53% |
10/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 507,192 CHF | 509,192 CHF | 98.21% | 98.21% |
08/05/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 518,868 CHF | 520,868 CHF | 97.52% | 97.52% |
07/05/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 529,858 CHF | 531,858 CHF | 97.83% | 97.83% |
06/05/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 519,049 CHF | 521,049 CHF | 99.19% | 99.19% |
03/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 500,401 CHF | 502,401 CHF | 99.41% | 99.41% |
02/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 493,849 CHF | 495,849 CHF | 99.48% | 99.48% |