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 | 0.77% | 1.32 CHF | 1.33 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 582,101 CHF | 130,356 CHF | 99.17% | 99.17% |
15/05/2024 | 0.75% | 1.26 CHF | 1.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 601,311 CHF | 134,625 CHF | 94.71% | 94.71% |
14/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 673,971 CHF | 150,771 CHF | 99.16% | 99.16% |
13/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 632,598 CHF | 141,577 CHF | 98.69% | 98.69% |
10/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 598,687 CHF | 134,042 CHF | 99.17% | 99.17% |
08/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 612,748 CHF | 137,166 CHF | 99.17% | 99.17% |
07/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 642,811 CHF | 143,847 CHF | 96.55% | 96.55% |
06/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 640,695 CHF | 143,377 CHF | 99.17% | 99.17% |
03/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 642,248 CHF | 143,722 CHF | 99.16% | 99.16% |
02/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 654,764 CHF | 146,503 CHF | 99.12% | 99.12% |