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 | 0.61% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,520 CHF | 165,520 CHF | 99.77% | 99.77% |
15/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,197 CHF | 163,197 CHF | 100.00% | 100.00% |
14/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,934 CHF | 162,934 CHF | 100.00% | 100.00% |
13/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,855 CHF | 163,855 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,174 CHF | 165,174 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,771 CHF | 167,771 CHF | 100.00% | 100.00% |
07/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,841 CHF | 167,841 CHF | 99.75% | 99.75% |
06/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,544 CHF | 168,544 CHF | 99.51% | 99.51% |
03/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,056 CHF | 170,056 CHF | 99.72% | 99.72% |
02/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,521 CHF | 171,521 CHF | 100.00% | 100.00% |