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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,982 CHF | 143,793 CHF | 99.17% | 99.17% |
16/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 363,666 CHF | 146,466 CHF | 99.17% | 99.17% |
15/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,434 CHF | 143,574 CHF | 94.71% | 94.71% |
14/05/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 364,033 CHF | 146,613 CHF | 99.17% | 99.17% |
13/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 361,844 CHF | 145,738 CHF | 98.69% | 98.69% |
10/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,102 CHF | 143,041 CHF | 99.17% | 99.17% |
08/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,153 CHF | 143,861 CHF | 99.17% | 99.17% |
07/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,839 CHF | 144,136 CHF | 97.19% | 97.19% |
06/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 372,185 CHF | 149,874 CHF | 99.17% | 99.17% |
03/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 378,085 CHF | 152,234 CHF | 99.16% | 99.16% |