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 | 0.82% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 179,396 | 179,396 | 248,001 CHF | 249,935 CHF | 98.53% | 98.53% |
15/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 197,708 | 197,708 | 317,318 CHF | 319,307 CHF | 98.94% | 98.94% |
14/05/2024 | 0.63% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 192,267 | 192,267 | 326,596 CHF | 328,588 CHF | 99.99% | 99.99% |
13/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,950 CHF | 324,950 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 326,549 CHF | 328,549 CHF | 100.00% | 100.00% |
08/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 345,641 CHF | 347,641 CHF | 100.00% | 100.00% |
07/05/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 355,515 CHF | 357,515 CHF | 98.92% | 98.92% |
06/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 365,151 CHF | 367,151 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 378,678 CHF | 380,678 CHF | 98.71% | 98.71% |
02/05/2024 | 0.55% | 1.94 CHF | 1.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 364,180 CHF | 366,180 CHF | 96.19% | 96.19% |