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 | 0.60% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 416,424 CHF | 167,570 CHF | 99.17% | 99.17% |
15/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 419,021 CHF | 168,608 CHF | 94.70% | 94.70% |
14/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,911 CHF | 166,564 CHF | 99.17% | 99.17% |
13/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,073 CHF | 166,229 CHF | 98.69% | 98.69% |
10/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 407,289 CHF | 163,915 CHF | 99.17% | 99.17% |
08/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 376,709 CHF | 151,683 CHF | 99.17% | 99.17% |
07/05/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 382,651 CHF | 154,060 CHF | 97.18% | 97.18% |
06/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 360,017 CHF | 145,007 CHF | 99.17% | 99.17% |
03/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 353,388 CHF | 142,355 CHF | 99.16% | 99.16% |
02/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 350,315 CHF | 141,126 CHF | 99.12% | 99.12% |