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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 342,654 CHF | 138,062 CHF | 99.10% | 99.10% |
22/05/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 369,512 CHF | 148,805 CHF | 99.17% | 99.17% |
21/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 380,211 CHF | 153,085 CHF | 99.07% | 99.07% |
17/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 386,553 CHF | 155,621 CHF | 99.17% | 99.17% |
16/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 373,799 CHF | 150,520 CHF | 99.17% | 99.17% |
15/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 382,500 CHF | 154,000 CHF | 94.70% | 94.70% |
14/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 374,490 CHF | 150,796 CHF | 99.17% | 99.17% |
13/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 370,408 CHF | 149,163 CHF | 98.69% | 98.69% |
10/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 363,549 CHF | 146,420 CHF | 99.17% | 99.17% |
08/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 363,529 CHF | 146,412 CHF | 99.17% | 99.17% |