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 | 0.70% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 141,539 CHF | 142,531 CHF | 100.00% | 100.00% |
15/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 143,590 CHF | 144,581 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 99,318 | 99,318 | 142,589 CHF | 143,583 CHF | 99.01% | 99.01% |
13/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 144,084 CHF | 145,075 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 99,175 | 99,175 | 145,577 CHF | 146,569 CHF | 99.43% | 99.43% |
08/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 99,729 | 99,729 | 147,593 CHF | 148,591 CHF | 99.51% | 99.51% |
07/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 98,970 | 98,970 | 147,505 CHF | 148,495 CHF | 99.74% | 99.74% |
06/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 98,290 | 98,290 | 145,389 CHF | 146,374 CHF | 68.66% | 98.57% |
03/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 99,684 | 99,684 | 145,416 CHF | 146,413 CHF | 98.06% | 98.06% |
02/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 99,638 | 99,638 | 150,207 CHF | 151,204 CHF | 99.16% | 99.16% |