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 | 0.84% | 1.19 CHF | 1.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 297,971 CHF | 120,188 CHF | 99.17% | 99.17% |
15/05/2024 | 0.79% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 314,870 CHF | 126,948 CHF | 94.71% | 94.71% |
14/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 321,854 CHF | 129,742 CHF | 99.17% | 99.17% |
13/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 305,204 CHF | 123,082 CHF | 98.69% | 98.69% |
10/05/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 316,160 CHF | 127,464 CHF | 99.17% | 99.17% |
08/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 311,774 CHF | 125,710 CHF | 99.17% | 99.17% |
07/05/2024 | 0.72% | 1.28 CHF | 1.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 346,453 CHF | 139,581 CHF | 97.18% | 97.18% |
06/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,735 CHF | 143,694 CHF | 99.17% | 99.17% |
03/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,496 CHF | 144,798 CHF | 99.15% | 99.15% |
02/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 372,313 CHF | 149,925 CHF | 99.11% | 99.11% |