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 | 0.84% | 1.17 CHF | 1.18 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 592,433 CHF | 119,487 CHF | 99.27% | 99.27% |
15/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 576,896 CHF | 116,379 CHF | 99.07% | 99.07% |
14/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 575,151 CHF | 116,030 CHF | 99.27% | 99.27% |
13/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 580,947 CHF | 117,189 CHF | 98.47% | 98.47% |
10/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 590,186 CHF | 119,037 CHF | 99.27% | 99.27% |
08/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 606,866 CHF | 122,373 CHF | 99.27% | 99.27% |
07/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 607,526 CHF | 122,505 CHF | 99.27% | 99.27% |
06/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 613,117 CHF | 123,623 CHF | 99.27% | 99.27% |
03/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 623,382 CHF | 125,676 CHF | 99.17% | 99.17% |
02/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 632,618 CHF | 127,524 CHF | 99.27% | 99.27% |