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% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,078 CHF | 127,828 CHF | 99.26% | 99.26% |
15/05/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,906 CHF | 129,656 CHF | 99.38% | 99.38% |
14/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,932 CHF | 136,682 CHF | 99.17% | 99.17% |
13/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,868 CHF | 137,618 CHF | 99.39% | 99.39% |
10/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,028 CHF | 139,778 CHF | 99.39% | 99.39% |
08/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,717 CHF | 142,467 CHF | 99.39% | 99.39% |
07/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,374 CHF | 142,124 CHF | 99.24% | 99.24% |
06/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,660 CHF | 137,410 CHF | 99.21% | 99.21% |
03/05/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,254 CHF | 138,004 CHF | 99.38% | 99.38% |
02/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,756 CHF | 139,506 CHF | 99.38% | 99.38% |