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 | 0.63% | 1.57 CHF | 1.58 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 955,193 CHF | 400,497 CHF | 97.95% | 97.95% |
15/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 978,710 CHF | 410,296 CHF | 97.56% | 97.56% |
14/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 956,088 CHF | 400,870 CHF | 98.72% | 98.72% |
13/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 951,624 CHF | 399,010 CHF | 89.10% | 89.10% |
10/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 961,280 CHF | 403,033 CHF | 97.16% | 97.16% |
08/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 918,148 CHF | 385,062 CHF | 93.57% | 93.57% |
07/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 920,843 CHF | 386,185 CHF | 94.99% | 94.99% |
06/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 926,795 CHF | 388,664 CHF | 94.91% | 94.91% |
03/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 923,093 CHF | 387,122 CHF | 94.56% | 94.56% |
02/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 927,103 CHF | 388,793 CHF | 95.16% | 95.16% |