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 | 1.01% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 589,676 CHF | 198,559 CHF | 89.27% | 89.27% |
15/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 595,272 CHF | 200,424 CHF | 92.06% | 92.06% |
14/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 618,084 CHF | 208,028 CHF | 85.33% | 85.33% |
13/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 620,088 CHF | 208,696 CHF | 74.68% | 74.68% |
10/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 627,206 CHF | 211,069 CHF | 85.10% | 85.10% |
08/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 635,027 CHF | 213,676 CHF | 84.48% | 84.48% |
07/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 634,594 CHF | 213,531 CHF | 94.82% | 94.82% |
06/05/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 618,468 CHF | 208,156 CHF | 81.95% | 81.95% |
03/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 621,193 CHF | 209,064 CHF | 96.30% | 96.30% |
02/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 625,138 CHF | 210,379 CHF | 97.44% | 97.44% |