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 | 0.71% | 1.44 CHF | 1.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 352,795 CHF | 142,118 CHF | 99.17% | 99.17% |
15/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 361,362 CHF | 145,545 CHF | 94.70% | 94.70% |
14/05/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 353,332 CHF | 142,333 CHF | 99.17% | 99.17% |
13/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 349,219 CHF | 140,688 CHF | 98.69% | 98.69% |
10/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 342,687 CHF | 138,075 CHF | 99.17% | 99.17% |
08/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 342,370 CHF | 137,948 CHF | 99.17% | 99.17% |
07/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,314 CHF | 138,326 CHF | 97.18% | 97.18% |
06/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 341,549 CHF | 137,620 CHF | 99.17% | 99.17% |
03/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 340,918 CHF | 137,367 CHF | 99.16% | 99.16% |
02/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,761 CHF | 144,905 CHF | 99.12% | 99.12% |