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 | 0.81% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 740,012 CHF | 248,671 CHF | 99.24% | 99.24% |
15/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 768,658 CHF | 258,219 CHF | 99.17% | 99.17% |
14/05/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 745,691 CHF | 250,564 CHF | 96.66% | 96.66% |
13/05/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 733,662 CHF | 246,554 CHF | 98.40% | 98.40% |
10/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 766,802 CHF | 257,601 CHF | 95.38% | 95.38% |
08/05/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 791,815 CHF | 265,938 CHF | 97.65% | 97.65% |
07/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 773,135 CHF | 259,712 CHF | 99.20% | 99.20% |
06/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 750,939 CHF | 252,313 CHF | 99.24% | 99.24% |
03/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 758,879 CHF | 254,960 CHF | 98.23% | 98.23% |
02/05/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 796,938 CHF | 267,646 CHF | 99.15% | 99.15% |