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 | 0.72% | 2.46 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,325 CHF | 122,205 CHF | 99.30% | 99.30% |
15/05/2024 | 0.77% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 49,591 | 49,439 | 114,485 CHF | 115,006 CHF | 98.89% | 98.89% |
14/05/2024 | 0.73% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 49,384 | 49,384 | 118,422 CHF | 119,281 CHF | 99.86% | 99.86% |
13/05/2024 | 0.74% | 2.29 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,636 CHF | 115,490 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 2.31 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,719 CHF | 118,563 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 2.30 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,566 CHF | 115,389 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 2.25 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,753 CHF | 112,561 CHF | 98.92% | 98.92% |
06/05/2024 | 0.75% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,212 CHF | 115,071 CHF | 100.00% | 100.00% |
03/05/2024 | 0.66% | 2.31 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,597 CHF | 121,391 CHF | 98.44% | 98.44% |
02/05/2024 | 0.74% | 2.14 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,632 CHF | 108,427 CHF | 98.71% | 98.71% |