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 | 0.71% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 838,712 CHF | 281,571 CHF | 98.74% | 98.74% |
15/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 853,557 CHF | 286,519 CHF | 98.72% | 98.72% |
14/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 829,860 CHF | 278,620 CHF | 98.80% | 98.80% |
13/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 834,767 CHF | 280,256 CHF | 93.49% | 93.49% |
10/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 832,662 CHF | 279,554 CHF | 98.78% | 98.78% |
08/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 845,466 CHF | 283,822 CHF | 98.69% | 98.69% |
07/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 836,615 CHF | 280,872 CHF | 98.72% | 98.72% |
06/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 826,145 CHF | 277,382 CHF | 98.80% | 98.80% |
03/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 837,698 CHF | 281,233 CHF | 98.74% | 98.74% |
02/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 844,740 CHF | 283,580 CHF | 98.77% | 98.77% |