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 | 1.45% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 342,841 CHF | 69,568 CHF | 99.27% | 99.27% |
15/05/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 351,210 CHF | 71,242 CHF | 99.07% | 99.07% |
14/05/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 351,704 CHF | 71,341 CHF | 99.27% | 99.27% |
13/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 364,053 CHF | 73,811 CHF | 98.47% | 98.47% |
10/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 353,823 CHF | 71,765 CHF | 99.27% | 99.27% |
08/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 328,941 CHF | 66,788 CHF | 99.27% | 99.27% |
07/05/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 327,238 CHF | 66,448 CHF | 99.27% | 99.27% |
06/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 334,805 CHF | 67,961 CHF | 99.27% | 99.27% |
03/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 332,805 CHF | 67,561 CHF | 99.17% | 99.17% |
02/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 342,619 CHF | 69,524 CHF | 99.27% | 99.27% |