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 | 0.68% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 436,687 CHF | 146,562 CHF | 98.91% | 98.91% |
15/05/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 406,579 CHF | 136,526 CHF | 99.11% | 99.11% |
14/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,679 CHF | 136,893 CHF | 98.73% | 98.73% |
13/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,790 CHF | 140,263 CHF | 95.18% | 95.18% |
10/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 418,076 CHF | 140,359 CHF | 98.92% | 98.92% |
08/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,141 CHF | 139,047 CHF | 98.82% | 98.82% |
07/05/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 381,133 CHF | 128,044 CHF | 99.15% | 99.15% |
06/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,694 CHF | 122,231 CHF | 98.78% | 98.78% |
03/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 357,611 CHF | 120,204 CHF | 99.06% | 99.06% |
02/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,047 CHF | 117,682 CHF | 99.13% | 99.13% |