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 | 0.36% | 2.80 CHF | 2.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 421,702 CHF | 423,202 CHF | 98.55% | 98.55% |
15/05/2024 | 0.39% | 2.71 CHF | 2.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 388,264 CHF | 389,764 CHF | 94.80% | 94.80% |
14/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 361,063 CHF | 362,563 CHF | 99.35% | 99.35% |
13/05/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 361,198 CHF | 362,698 CHF | 98.97% | 98.97% |
10/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 348,613 CHF | 350,113 CHF | 99.38% | 99.38% |
08/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 303,022 CHF | 304,522 CHF | 99.37% | 99.37% |
07/05/2024 | 0.55% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 269,896 CHF | 271,396 CHF | 97.98% | 97.98% |
06/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 233,129 CHF | 234,629 CHF | 99.37% | 99.37% |
03/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 209,607 CHF | 211,107 CHF | 99.32% | 99.32% |
02/05/2024 | 0.74% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 203,606 CHF | 205,106 CHF | 99.28% | 99.28% |