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 | 0.69% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 862,066 CHF | 289,355 CHF | 88.02% | 88.02% |
22/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 837,727 CHF | 281,242 CHF | 79.12% | 79.12% |
21/05/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 838,992 CHF | 281,664 CHF | 72.39% | 72.39% |
17/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 820,661 CHF | 275,554 CHF | 86.73% | 86.73% |
16/05/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 811,847 CHF | 272,616 CHF | 89.23% | 89.23% |
15/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 817,297 CHF | 274,432 CHF | 92.07% | 92.07% |
14/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 839,954 CHF | 281,985 CHF | 85.34% | 85.34% |
13/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 841,430 CHF | 282,477 CHF | 74.67% | 74.67% |
10/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 848,492 CHF | 284,831 CHF | 85.11% | 85.11% |
08/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 856,512 CHF | 287,504 CHF | 84.49% | 84.49% |