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% | 1.67 CHF | 1.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 421,023 CHF | 169,409 CHF | 99.17% | 99.17% |
15/05/2024 | 0.56% | 1.67 CHF | 1.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 441,817 CHF | 177,727 CHF | 94.70% | 94.70% |
14/05/2024 | 0.50% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 497,281 CHF | 199,912 CHF | 99.16% | 99.16% |
13/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 562,272 CHF | 225,909 CHF | 98.69% | 98.69% |
10/05/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 563,027 CHF | 226,211 CHF | 99.17% | 99.17% |
08/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 573,036 CHF | 230,214 CHF | 99.17% | 99.17% |
07/05/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 584,365 CHF | 234,746 CHF | 97.18% | 97.18% |
06/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 601,283 CHF | 241,513 CHF | 99.17% | 99.17% |
03/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 591,780 CHF | 237,712 CHF | 99.15% | 99.15% |
02/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 618,570 CHF | 248,428 CHF | 99.12% | 99.12% |