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 | 0.63% | 1.61 CHF | 1.62 CHF | 300,000 | 300,000 | 299,751 | 299,751 | 478,785 CHF | 481,785 CHF | 100.00% | 100.00% |
15/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 300,000 | 300,000 | 299,412 | 299,412 | 484,060 CHF | 487,060 CHF | 99.84% | 99.84% |
14/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 299,961 | 299,961 | 492,482 CHF | 495,482 CHF | 99.89% | 99.89% |
13/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 489,333 CHF | 492,333 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 490,098 CHF | 493,098 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 300,000 | 299,937 | 299,937 | 495,227 CHF | 498,227 CHF | 99.29% | 99.29% |
07/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 299,868 | 299,868 | 490,627 CHF | 493,627 CHF | 99.81% | 99.81% |
06/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 484,636 CHF | 487,636 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 488,102 CHF | 491,102 CHF | 98.76% | 98.76% |
02/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 506,093 CHF | 509,093 CHF | 99.99% | 99.99% |