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 | 0.78% | 1.26 CHF | 1.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 192,573 CHF | 64,691 CHF | 98.49% | 98.49% |
15/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 191,279 CHF | 64,260 CHF | 98.31% | 98.31% |
14/05/2024 | 0.77% | 1.24 CHF | 1.25 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 194,447 CHF | 65,316 CHF | 99.35% | 99.35% |
13/05/2024 | 0.74% | 1.28 CHF | 1.29 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 201,906 CHF | 67,802 CHF | 98.93% | 98.93% |
10/05/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 210,192 CHF | 70,564 CHF | 99.22% | 99.22% |
08/05/2024 | 0.66% | 1.41 CHF | 1.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 229,012 CHF | 76,837 CHF | 98.61% | 98.61% |
07/05/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 286,960 CHF | 96,153 CHF | 94.70% | 94.70% |
06/05/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 298,869 CHF | 100,123 CHF | 99.37% | 99.37% |
03/05/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 272,914 CHF | 91,471 CHF | 99.27% | 99.27% |
02/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 272,793 CHF | 91,431 CHF | 99.36% | 99.36% |