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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 773,460 CHF | 155,692 CHF | 99.08% | 99.08% |
16/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 773,335 CHF | 155,667 CHF | 99.27% | 99.27% |
15/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 774,717 CHF | 155,943 CHF | 99.07% | 99.07% |
14/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 783,769 CHF | 157,754 CHF | 99.27% | 99.27% |
13/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 793,139 CHF | 159,628 CHF | 98.47% | 98.47% |
10/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 790,788 CHF | 159,158 CHF | 99.27% | 99.27% |
08/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 797,794 CHF | 160,559 CHF | 99.27% | 99.27% |
07/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 795,000 CHF | 160,000 CHF | 99.27% | 99.27% |
06/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 797,254 CHF | 160,451 CHF | 99.27% | 99.27% |
03/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 797,537 CHF | 160,507 CHF | 99.17% | 99.17% |