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 | 0.65% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,927 CHF | 153,927 CHF | 99.82% | 99.82% |
15/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,916 CHF | 154,916 CHF | 100.00% | 100.00% |
14/05/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,280 CHF | 161,280 CHF | 99.78% | 99.78% |
13/05/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,589 CHF | 173,589 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,832 CHF | 172,832 CHF | 100.00% | 100.00% |
08/05/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,202 CHF | 173,202 CHF | 100.00% | 100.00% |
07/05/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,633 CHF | 178,633 CHF | 99.83% | 99.83% |
06/05/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,212 CHF | 181,212 CHF | 99.78% | 99.78% |
03/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 187,733 CHF | 188,733 CHF | 100.00% | 100.00% |
02/05/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,954 CHF | 189,954 CHF | 99.95% | 99.95% |