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 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 185,096 CHF | 186,088 CHF | 100.00% | 100.00% |
15/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 183,321 CHF | 184,313 CHF | 100.00% | 100.00% |
14/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 100,000 | 100,000 | 98,931 | 98,931 | 182,936 CHF | 183,927 CHF | 99.44% | 99.44% |
13/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 183,983 CHF | 184,974 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 99,266 | 99,266 | 185,459 CHF | 186,452 CHF | 99.32% | 99.32% |
08/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 99,780 | 99,780 | 188,406 CHF | 189,404 CHF | 99.44% | 99.44% |
07/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 98,978 | 98,978 | 186,946 CHF | 187,937 CHF | 99.67% | 99.67% |
06/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 98,855 | 98,855 | 187,136 CHF | 188,125 CHF | 98.47% | 98.47% |
03/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 99,684 | 99,684 | 190,199 CHF | 191,196 CHF | 98.43% | 98.43% |
02/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 99,701 | 99,701 | 191,346 CHF | 192,343 CHF | 99.50% | 99.50% |