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% | 2.66 CHF | 2.67 CHF | 150,000 | 150,000 | 149,882 | 149,879 | 397,097 CHF | 398,590 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.57 CHF | 2.58 CHF | 150,000 | 150,000 | 149,684 | 149,680 | 350,541 CHF | 352,031 CHF | 99.83% | 99.83% |
14/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 150,000 | 150,000 | 149,969 | 149,967 | 323,179 CHF | 324,674 CHF | 99.87% | 99.87% |
13/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 308,996 CHF | 310,496 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.07 CHF | 2.08 CHF | 150,000 | 150,000 | 149,991 | 149,999 | 332,941 CHF | 334,460 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 1.71 CHF | 1.72 CHF | 150,000 | 150,000 | 149,966 | 149,966 | 246,554 CHF | 248,054 CHF | 99.29% | 99.29% |
07/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 150,000 | 150,000 | 149,893 | 149,893 | 249,791 CHF | 251,291 CHF | 100.00% | 100.00% |
06/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 150,000 | 150,000 | 149,994 | 149,957 | 241,533 CHF | 242,975 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 1.24 CHF | 1.25 CHF | 150,000 | 150,000 | 149,981 | 149,996 | 196,402 CHF | 197,923 CHF | 98.54% | 98.54% |
02/05/2024 | 0.79% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 150,000 | 149,997 | 190,155 CHF | 191,650 CHF | 100.00% | 100.00% |