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% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,463 CHF | 122,488 CHF | 99.14% | 99.14% |
15/05/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,093 CHF | 125,698 CHF | 99.33% | 99.33% |
14/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 388,151 CHF | 130,384 CHF | 93.82% | 93.82% |
13/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,103 CHF | 133,034 CHF | 98.39% | 98.39% |
10/05/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,060 CHF | 125,353 CHF | 99.36% | 99.36% |
08/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 404,455 CHF | 135,818 CHF | 95.15% | 95.15% |
07/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,712 CHF | 137,571 CHF | 98.57% | 98.57% |
06/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,699 CHF | 135,566 CHF | 98.61% | 98.61% |
03/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,082 CHF | 139,027 CHF | 98.78% | 98.78% |
02/05/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,760 CHF | 142,587 CHF | 99.36% | 99.36% |