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 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,500 CHF | 144,000 CHF | 99.38% | 99.38% |
15/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,756 CHF | 144,102 CHF | 98.26% | 98.26% |
14/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,465 CHF | 143,986 CHF | 99.36% | 99.36% |
13/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,447 CHF | 143,579 CHF | 98.85% | 98.85% |
10/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 354,385 CHF | 142,754 CHF | 99.22% | 99.22% |
08/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 351,823 CHF | 141,729 CHF | 99.34% | 99.34% |
07/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 341,612 CHF | 137,645 CHF | 97.85% | 97.85% |
06/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 339,535 CHF | 136,814 CHF | 99.37% | 99.37% |
03/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 344,129 CHF | 138,652 CHF | 99.28% | 99.28% |
02/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 344,639 CHF | 138,856 CHF | 98.73% | 98.73% |