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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 813,916 CHF | 181,870 CHF | 99.17% | 99.17% |
21/05/2024 | 0.59% | 1.82 CHF | 1.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 763,387 CHF | 170,642 CHF | 99.07% | 99.07% |
17/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 734,081 CHF | 164,129 CHF | 99.17% | 99.17% |
16/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 727,681 CHF | 162,707 CHF | 99.17% | 99.17% |
15/05/2024 | 0.60% | 1.59 CHF | 1.60 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 746,909 CHF | 166,980 CHF | 94.71% | 94.71% |
14/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 819,792 CHF | 183,176 CHF | 99.16% | 99.16% |
13/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 778,329 CHF | 173,962 CHF | 98.69% | 98.69% |
10/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 744,339 CHF | 166,409 CHF | 99.17% | 99.17% |
08/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 758,493 CHF | 169,554 CHF | 99.17% | 99.17% |
07/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 788,597 CHF | 176,244 CHF | 96.56% | 96.56% |