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 | 0.64% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 777,607 CHF | 156,521 CHF | 99.27% | 99.27% |
15/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 787,605 CHF | 158,521 CHF | 99.07% | 99.07% |
14/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 779,962 CHF | 156,992 CHF | 99.27% | 99.27% |
13/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 789,280 CHF | 158,856 CHF | 98.47% | 98.47% |
10/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 795,831 CHF | 160,166 CHF | 99.27% | 99.27% |
08/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 800,878 CHF | 161,176 CHF | 99.27% | 99.27% |
07/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 806,594 CHF | 162,319 CHF | 99.27% | 99.27% |
06/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 802,614 CHF | 161,523 CHF | 99.27% | 99.27% |
03/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 791,401 CHF | 159,280 CHF | 99.16% | 99.16% |
02/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 814,951 CHF | 163,990 CHF | 99.27% | 99.27% |