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 | 0.59% | 1.72 CHF | 1.73 CHF | 300,000 | 300,000 | 299,753 | 299,753 | 511,756 CHF | 514,756 CHF | 100.00% | 100.00% |
15/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 300,000 | 299,424 | 299,424 | 516,722 CHF | 519,722 CHF | 99.84% | 99.84% |
14/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 300,000 | 299,958 | 299,958 | 525,007 CHF | 528,007 CHF | 99.89% | 99.89% |
13/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 522,000 CHF | 525,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 522,873 CHF | 525,873 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 299,937 | 299,937 | 527,996 CHF | 530,996 CHF | 99.29% | 99.29% |
07/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 300,000 | 299,852 | 299,852 | 523,340 CHF | 526,340 CHF | 99.81% | 99.81% |
06/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 517,446 CHF | 520,446 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 521,096 CHF | 524,096 CHF | 98.76% | 98.76% |
02/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 538,772 CHF | 541,772 CHF | 100.00% | 100.00% |