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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 365,133 CHF | 74,027 CHF | 99.27% | 99.27% |
22/05/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 391,646 CHF | 79,329 CHF | 99.27% | 99.27% |
21/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 415,356 CHF | 84,071 CHF | 98.97% | 98.97% |
17/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 424,468 CHF | 85,894 CHF | 99.09% | 99.09% |
16/05/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 447,547 CHF | 90,509 CHF | 99.27% | 99.27% |
15/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 450,090 CHF | 91,018 CHF | 99.07% | 99.07% |
14/05/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 466,438 CHF | 94,288 CHF | 99.27% | 99.27% |
13/05/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 496,606 CHF | 100,321 CHF | 98.46% | 98.46% |
10/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 495,315 CHF | 100,063 CHF | 99.27% | 99.27% |
08/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 496,036 CHF | 100,207 CHF | 99.27% | 99.27% |