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 | 0.87% | 1.12 CHF | 1.13 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 689,064 CHF | 289,610 CHF | 97.93% | 97.93% |
15/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 712,872 CHF | 299,530 CHF | 97.58% | 97.58% |
14/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 690,715 CHF | 290,298 CHF | 98.73% | 98.73% |
13/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 686,783 CHF | 288,659 CHF | 89.11% | 89.11% |
10/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 696,766 CHF | 292,819 CHF | 97.16% | 97.16% |
08/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 653,839 CHF | 274,933 CHF | 93.57% | 93.57% |
07/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 656,323 CHF | 275,968 CHF | 94.99% | 94.99% |
06/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 662,983 CHF | 278,743 CHF | 94.87% | 94.87% |
03/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 659,436 CHF | 277,265 CHF | 94.57% | 94.57% |
02/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 663,144 CHF | 278,810 CHF | 95.18% | 95.18% |