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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 771,730 CHF | 259,243 CHF | 80.59% | 80.59% |
23/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 768,370 CHF | 258,123 CHF | 88.01% | 88.01% |
22/05/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 743,841 CHF | 249,947 CHF | 79.12% | 79.12% |
21/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 745,958 CHF | 250,653 CHF | 72.36% | 72.36% |
17/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 726,660 CHF | 244,220 CHF | 86.73% | 86.73% |
16/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 719,549 CHF | 241,850 CHF | 89.26% | 89.26% |
15/05/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 724,787 CHF | 243,596 CHF | 92.07% | 92.07% |
14/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 746,712 CHF | 250,904 CHF | 85.33% | 85.33% |
13/05/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 749,288 CHF | 251,763 CHF | 74.70% | 74.70% |
10/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 756,383 CHF | 254,128 CHF | 85.12% | 85.12% |