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 | 0.57% | 1.74 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,057,950 CHF | 354,651 CHF | 89.27% | 89.27% |
15/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,045,050 CHF | 350,351 CHF | 92.06% | 92.06% |
14/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 998,977 CHF | 334,992 CHF | 85.32% | 85.32% |
13/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 989,539 CHF | 331,846 CHF | 74.69% | 74.69% |
10/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 975,785 CHF | 327,262 CHF | 85.10% | 85.10% |
08/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 958,565 CHF | 321,522 CHF | 84.46% | 84.46% |
07/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 961,398 CHF | 322,466 CHF | 94.82% | 94.82% |
06/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 988,362 CHF | 331,454 CHF | 82.00% | 82.00% |
03/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 984,725 CHF | 330,242 CHF | 96.29% | 96.29% |
02/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 978,429 CHF | 328,143 CHF | 97.47% | 97.47% |