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 | 0.73% | 1.35 CHF | 1.36 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 822,055 CHF | 345,023 CHF | 97.91% | 97.91% |
15/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 845,926 CHF | 354,969 CHF | 97.57% | 97.57% |
14/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 823,447 CHF | 345,603 CHF | 98.72% | 98.72% |
13/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 819,343 CHF | 343,893 CHF | 89.13% | 89.13% |
10/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 829,194 CHF | 347,998 CHF | 97.15% | 97.15% |
08/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 786,035 CHF | 330,015 CHF | 93.57% | 93.57% |
07/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 788,729 CHF | 331,137 CHF | 94.97% | 94.97% |
06/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 794,966 CHF | 333,736 CHF | 94.86% | 94.86% |
03/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 791,345 CHF | 332,227 CHF | 94.56% | 94.56% |
02/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 795,211 CHF | 333,838 CHF | 95.15% | 95.15% |