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 | 0.37% | 2.65 CHF | 2.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 268,150 CHF | 269,150 CHF | 97.63% | 97.63% |
15/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 267,705 CHF | 268,705 CHF | 97.20% | 97.20% |
14/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 264,379 CHF | 265,379 CHF | 95.07% | 95.07% |
13/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 264,508 CHF | 265,508 CHF | 96.50% | 96.50% |
10/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 266,122 CHF | 267,122 CHF | 98.44% | 98.44% |
08/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 251,228 CHF | 252,228 CHF | 98.41% | 98.41% |
07/05/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,255 CHF | 240,255 CHF | 98.27% | 98.27% |
06/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,228 CHF | 230,228 CHF | 98.79% | 98.79% |
03/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 220,973 CHF | 221,973 CHF | 97.73% | 97.73% |
02/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,879 CHF | 217,879 CHF | 99.16% | 99.16% |