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 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 762,841 CHF | 153,568 CHF | 99.27% | 99.27% |
15/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 769,504 CHF | 154,901 CHF | 99.07% | 99.07% |
14/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 770,978 CHF | 155,196 CHF | 99.27% | 99.27% |
13/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 780,427 CHF | 157,085 CHF | 98.47% | 98.47% |
10/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 772,370 CHF | 155,474 CHF | 99.27% | 99.27% |
08/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 751,690 CHF | 151,338 CHF | 99.27% | 99.27% |
07/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 750,067 CHF | 151,013 CHF | 99.27% | 99.27% |
06/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 755,614 CHF | 152,123 CHF | 99.27% | 99.27% |
03/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 755,489 CHF | 152,098 CHF | 99.17% | 99.17% |
02/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 762,863 CHF | 153,573 CHF | 99.27% | 99.27% |