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 | 0.29% | 3.46 CHF | 3.47 CHF | 150,000 | 150,000 | 149,882 | 149,882 | 517,592 CHF | 519,093 CHF | 100.00% | 100.00% |
15/05/2024 | 0.32% | 3.37 CHF | 3.38 CHF | 150,000 | 150,000 | 149,693 | 149,693 | 470,480 CHF | 471,980 CHF | 99.83% | 99.83% |
14/05/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 150,000 | 150,000 | 149,968 | 149,968 | 443,629 CHF | 445,129 CHF | 99.86% | 99.86% |
13/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 428,638 CHF | 430,138 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 2.87 CHF | 2.88 CHF | 150,000 | 150,000 | 149,999 | 149,999 | 453,253 CHF | 454,754 CHF | 99.99% | 99.99% |
08/05/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 150,000 | 150,000 | 149,965 | 149,965 | 366,340 CHF | 367,840 CHF | 99.29% | 99.29% |
07/05/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 150,000 | 150,000 | 149,893 | 149,893 | 369,955 CHF | 371,455 CHF | 100.00% | 100.00% |
06/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 360,866 CHF | 362,366 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.03 CHF | 2.04 CHF | 150,000 | 150,000 | 150,000 | 149,999 | 315,610 CHF | 317,109 CHF | 98.70% | 98.70% |
02/05/2024 | 0.48% | 2.18 CHF | 2.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 310,357 CHF | 311,857 CHF | 99.99% | 99.99% |