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 | 0.74% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 179,396 | 179,396 | 278,951 CHF | 280,901 CHF | 98.53% | 98.53% |
15/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 197,708 | 197,708 | 351,227 CHF | 353,214 CHF | 98.94% | 98.94% |
14/05/2024 | 0.57% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 192,247 | 192,247 | 359,354 CHF | 361,346 CHF | 99.75% | 99.75% |
13/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 356,979 CHF | 358,979 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 361,032 CHF | 363,032 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 380,075 CHF | 382,075 CHF | 100.00% | 100.00% |
07/05/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 390,090 CHF | 392,090 CHF | 98.92% | 98.92% |
06/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 399,171 CHF | 401,171 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 412,709 CHF | 414,709 CHF | 98.71% | 98.71% |
02/05/2024 | 0.50% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 398,670 CHF | 400,670 CHF | 96.19% | 96.19% |