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% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 704,403 CHF | 141,881 CHF | 99.27% | 99.27% |
15/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 711,053 CHF | 143,211 CHF | 99.07% | 99.07% |
14/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 711,692 CHF | 143,338 CHF | 99.27% | 99.27% |
13/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 721,941 CHF | 145,388 CHF | 98.47% | 98.47% |
10/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 713,167 CHF | 143,633 CHF | 99.27% | 99.27% |
08/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 692,369 CHF | 139,474 CHF | 99.27% | 99.27% |
07/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 691,950 CHF | 139,390 CHF | 99.27% | 99.27% |
06/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 696,501 CHF | 140,300 CHF | 99.27% | 99.27% |
03/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 696,675 CHF | 140,335 CHF | 99.17% | 99.17% |
02/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 704,252 CHF | 141,850 CHF | 99.27% | 99.27% |