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 | 0.38% | 2.60 CHF | 2.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 391,702 CHF | 393,202 CHF | 98.55% | 98.55% |
15/05/2024 | 0.42% | 2.51 CHF | 2.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 358,357 CHF | 359,857 CHF | 94.80% | 94.80% |
14/05/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 331,111 CHF | 332,611 CHF | 99.35% | 99.35% |
13/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 331,270 CHF | 332,770 CHF | 98.97% | 98.97% |
10/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 318,748 CHF | 320,248 CHF | 99.38% | 99.38% |
08/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 273,022 CHF | 274,522 CHF | 99.37% | 99.37% |
07/05/2024 | 0.62% | 1.72 CHF | 1.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 239,899 CHF | 241,399 CHF | 97.98% | 97.98% |
06/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 203,129 CHF | 204,629 CHF | 99.37% | 99.37% |
03/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 179,607 CHF | 181,107 CHF | 99.32% | 99.32% |
02/05/2024 | 0.86% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,606 CHF | 175,106 CHF | 99.28% | 99.28% |