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 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 397,329 CHF | 159,931 CHF | 99.38% | 99.38% |
15/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 395,656 CHF | 159,262 CHF | 98.26% | 98.26% |
14/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 398,236 CHF | 160,294 CHF | 99.37% | 99.37% |
13/05/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 404,801 CHF | 162,920 CHF | 98.85% | 98.85% |
10/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,157 CHF | 166,263 CHF | 99.22% | 99.22% |
08/05/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 428,718 CHF | 172,487 CHF | 99.34% | 99.34% |
07/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 479,508 CHF | 192,803 CHF | 97.84% | 97.84% |
06/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 489,479 CHF | 196,792 CHF | 99.38% | 99.38% |
03/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 466,386 CHF | 187,554 CHF | 99.28% | 99.28% |
02/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 465,917 CHF | 187,367 CHF | 98.75% | 98.75% |