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 | 0.58% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 430,452 CHF | 173,181 CHF | 99.38% | 99.38% |
15/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 428,690 CHF | 172,476 CHF | 98.26% | 98.26% |
14/05/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 431,447 CHF | 173,579 CHF | 99.37% | 99.37% |
13/05/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 438,021 CHF | 176,208 CHF | 98.86% | 98.86% |
10/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 446,120 CHF | 179,448 CHF | 99.22% | 99.22% |
08/05/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 461,930 CHF | 185,772 CHF | 99.34% | 99.34% |
07/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 512,849 CHF | 206,139 CHF | 97.84% | 97.84% |
06/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 523,182 CHF | 210,273 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 499,467 CHF | 200,787 CHF | 99.28% | 99.28% |
02/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 499,297 CHF | 200,719 CHF | 98.74% | 98.74% |