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 | 0.68% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,573 CHF | 146,573 CHF | 99.90% | 99.90% |
15/05/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,070 CHF | 151,070 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,600 CHF | 157,600 CHF | 99.76% | 99.76% |
13/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,643 CHF | 158,643 CHF | 100.00% | 100.00% |
10/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,296 CHF | 160,296 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,916 CHF | 164,916 CHF | 96.88% | 96.88% |
07/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,177 CHF | 159,177 CHF | 99.83% | 99.83% |
06/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,862 CHF | 155,862 CHF | 99.76% | 99.76% |
03/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,935 CHF | 157,935 CHF | 99.98% | 99.98% |
02/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,630 CHF | 163,630 CHF | 100.00% | 100.00% |