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 | 0.61% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 740,647 CHF | 248,382 CHF | 98.33% | 98.33% |
15/05/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 739,153 CHF | 247,884 CHF | 98.15% | 98.15% |
14/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 765,206 CHF | 256,569 CHF | 98.74% | 98.74% |
13/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 782,613 CHF | 262,371 CHF | 93.28% | 93.28% |
10/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 784,315 CHF | 262,938 CHF | 98.74% | 98.74% |
08/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 846,716 CHF | 283,739 CHF | 98.72% | 98.72% |
07/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 854,276 CHF | 286,259 CHF | 98.44% | 98.44% |
06/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 870,855 CHF | 291,785 CHF | 98.68% | 98.68% |
03/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 873,958 CHF | 292,819 CHF | 98.69% | 98.69% |
02/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 879,006 CHF | 294,502 CHF | 98.52% | 98.52% |