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 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 459,595 CHF | 184,838 CHF | 99.17% | 99.17% |
15/05/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 475,219 CHF | 191,088 CHF | 94.71% | 94.71% |
14/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 484,191 CHF | 194,676 CHF | 99.17% | 99.17% |
13/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,964 CHF | 196,186 CHF | 98.69% | 98.69% |
10/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 486,109 CHF | 195,444 CHF | 99.17% | 99.17% |
08/05/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,393 CHF | 195,957 CHF | 99.17% | 99.17% |
07/05/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 497,298 CHF | 199,919 CHF | 97.18% | 97.18% |
06/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 499,726 CHF | 200,890 CHF | 99.17% | 99.17% |
03/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 502,394 CHF | 201,958 CHF | 99.17% | 99.17% |
02/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,449 CHF | 195,980 CHF | 99.12% | 99.12% |