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 | 0.59% | 1.69 CHF | 1.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 839,821 CHF | 168,964 CHF | 99.27% | 99.27% |
15/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 832,843 CHF | 167,569 CHF | 99.07% | 99.07% |
14/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 839,413 CHF | 168,883 CHF | 99.27% | 99.27% |
13/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 846,167 CHF | 170,233 CHF | 98.47% | 98.47% |
10/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 871,743 CHF | 175,349 CHF | 99.27% | 99.27% |
08/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 880,843 CHF | 177,169 CHF | 99.27% | 99.27% |
07/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 869,874 CHF | 174,975 CHF | 98.13% | 98.13% |
06/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 864,477 CHF | 173,895 CHF | 99.27% | 99.27% |
03/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 865,184 CHF | 174,037 CHF | 99.17% | 99.17% |
02/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 856,718 CHF | 172,344 CHF | 99.27% | 99.27% |