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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,241 CHF | 120,414 CHF | 99.34% | 99.34% |
23/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,262 CHF | 124,421 CHF | 99.37% | 99.37% |
22/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,387 CHF | 116,462 CHF | 99.36% | 99.36% |
21/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,070 CHF | 116,024 CHF | 99.24% | 99.24% |
17/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,714 CHF | 114,905 CHF | 99.36% | 99.36% |
16/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,469 CHF | 121,156 CHF | 98.48% | 98.48% |
15/05/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 337,327 CHF | 113,442 CHF | 98.33% | 98.33% |
14/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,036 CHF | 109,679 CHF | 99.36% | 99.36% |
13/05/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,018 CHF | 102,339 CHF | 98.93% | 98.93% |
10/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,663 CHF | 104,554 CHF | 99.37% | 99.37% |