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% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 425,721 CHF | 171,288 CHF | 99.17% | 99.17% |
15/05/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 441,398 CHF | 177,559 CHF | 94.71% | 94.71% |
14/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 450,352 CHF | 181,141 CHF | 99.17% | 99.17% |
13/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,641 CHF | 182,456 CHF | 98.69% | 98.69% |
10/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 452,420 CHF | 181,968 CHF | 99.17% | 99.17% |
08/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,320 CHF | 182,328 CHF | 99.17% | 99.17% |
07/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 463,570 CHF | 186,428 CHF | 97.17% | 97.17% |
06/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 465,683 CHF | 187,273 CHF | 99.17% | 99.17% |
03/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 468,359 CHF | 188,344 CHF | 99.16% | 99.16% |
02/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,595 CHF | 182,438 CHF | 99.12% | 99.12% |