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 | 0.55% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 811,936 CHF | 272,145 CHF | 98.92% | 98.92% |
15/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 799,405 CHF | 267,968 CHF | 98.81% | 98.81% |
14/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 784,426 CHF | 262,975 CHF | 98.90% | 98.90% |
13/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 792,660 CHF | 265,720 CHF | 93.58% | 93.58% |
10/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 806,781 CHF | 270,427 CHF | 98.89% | 98.89% |
08/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 732,568 CHF | 245,689 CHF | 98.82% | 98.82% |
07/05/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 723,507 CHF | 242,669 CHF | 97.91% | 97.91% |
06/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,199 CHF | 184,900 CHF | 98.84% | 98.84% |
03/05/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 544,558 CHF | 183,019 CHF | 98.85% | 98.85% |
02/05/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,237 CHF | 187,579 CHF | 98.94% | 98.94% |