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 | 1.04% | 0.95 CHF | 0.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 479,433 CHF | 96,887 CHF | 99.26% | 99.26% |
22/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 505,144 CHF | 102,029 CHF | 99.27% | 99.27% |
21/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 529,534 CHF | 106,907 CHF | 98.97% | 98.97% |
17/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 538,418 CHF | 108,684 CHF | 99.09% | 99.09% |
16/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 561,599 CHF | 113,320 CHF | 99.27% | 99.27% |
15/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 564,166 CHF | 113,833 CHF | 99.07% | 99.07% |
14/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 580,001 CHF | 117,000 CHF | 99.27% | 99.27% |
13/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 610,678 CHF | 123,136 CHF | 98.47% | 98.47% |
10/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 608,804 CHF | 122,761 CHF | 99.27% | 99.27% |
08/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 610,160 CHF | 123,032 CHF | 99.27% | 99.27% |