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 | 0.81% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,015 CHF | 123,338 CHF | 99.21% | 99.21% |
15/05/2024 | 0.76% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 395,039 CHF | 132,680 CHF | 99.15% | 99.15% |
14/05/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 422,811 CHF | 141,937 CHF | 99.21% | 99.21% |
13/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 401,005 CHF | 134,668 CHF | 98.35% | 98.35% |
10/05/2024 | 0.79% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,834 CHF | 127,278 CHF | 99.21% | 99.21% |
08/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,161 CHF | 128,387 CHF | 99.13% | 99.13% |
07/05/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,800 CHF | 114,933 CHF | 99.22% | 99.22% |
06/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,805 CHF | 111,602 CHF | 99.23% | 99.23% |
03/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,732 CHF | 118,577 CHF | 98.84% | 98.84% |
02/05/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,189 CHF | 125,730 CHF | 99.19% | 99.19% |