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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 937,554 CHF | 314,018 CHF | 99.23% | 99.23% |
22/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 808,163 CHF | 270,888 CHF | 99.27% | 99.27% |
21/05/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 808,502 CHF | 271,001 CHF | 99.17% | 99.17% |
17/05/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 798,050 CHF | 267,517 CHF | 99.05% | 99.05% |
16/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 823,205 CHF | 275,902 CHF | 99.27% | 99.27% |
15/05/2024 | 0.58% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 781,069 CHF | 261,856 CHF | 99.11% | 99.11% |
14/05/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 735,986 CHF | 246,829 CHF | 99.27% | 99.27% |
13/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 741,443 CHF | 248,648 CHF | 98.75% | 98.75% |
10/05/2024 | 0.59% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 765,235 CHF | 256,578 CHF | 99.27% | 99.27% |
08/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 737,740 CHF | 247,413 CHF | 99.27% | 99.27% |