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 | 0.76% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 329,850 CHF | 132,940 CHF | 99.37% | 99.37% |
15/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 330,013 CHF | 133,005 CHF | 98.26% | 98.26% |
14/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 329,522 CHF | 132,809 CHF | 99.37% | 99.37% |
13/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 328,421 CHF | 132,368 CHF | 98.85% | 98.85% |
10/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 326,847 CHF | 131,739 CHF | 99.22% | 99.22% |
08/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 323,573 CHF | 130,429 CHF | 99.34% | 99.34% |
07/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 313,738 CHF | 126,495 CHF | 97.84% | 97.84% |
06/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 311,722 CHF | 125,689 CHF | 99.38% | 99.38% |
03/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 316,409 CHF | 127,564 CHF | 99.28% | 99.28% |
02/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 316,510 CHF | 127,604 CHF | 98.74% | 98.74% |