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 | 1.32% | 2.19 CHF | 2.22 CHF | 40,000 | 40,000 | 39,952 | 39,952 | 90,611 CHF | 91,811 CHF | 100.00% | 100.00% |
15/05/2024 | 1.49% | 2.09 CHF | 2.12 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 80,111 CHF | 81,311 CHF | 100.00% | 100.00% |
14/05/2024 | 1.51% | 2.01 CHF | 2.04 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 78,849 CHF | 80,049 CHF | 99.81% | 99.81% |
13/05/2024 | 1.58% | 1.90 CHF | 1.93 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 75,172 CHF | 76,372 CHF | 100.00% | 100.00% |
10/05/2024 | 1.48% | 1.95 CHF | 1.98 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 80,507 CHF | 81,707 CHF | 99.99% | 99.99% |
08/05/2024 | 1.48% | 2.03 CHF | 2.06 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 80,545 CHF | 81,745 CHF | 99.77% | 99.77% |
07/05/2024 | 1.30% | 2.27 CHF | 2.30 CHF | 40,000 | 40,000 | 39,974 | 39,974 | 92,151 CHF | 93,351 CHF | 98.43% | 98.43% |
06/05/2024 | 1.32% | 2.33 CHF | 2.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 90,569 CHF | 91,769 CHF | 100.00% | 100.00% |
03/05/2024 | 1.54% | 2.01 CHF | 2.04 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 77,598 CHF | 78,798 CHF | 99.87% | 99.87% |
02/05/2024 | 1.48% | 1.94 CHF | 1.97 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 80,283 CHF | 81,483 CHF | 99.67% | 99.67% |