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 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 530,534 CHF | 177,845 CHF | 98.92% | 98.92% |
15/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,986 CHF | 167,662 CHF | 99.11% | 99.11% |
14/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 500,995 CHF | 167,998 CHF | 98.22% | 98.22% |
13/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 510,934 CHF | 171,311 CHF | 95.17% | 95.17% |
10/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 511,303 CHF | 171,434 CHF | 98.93% | 98.93% |
08/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 507,117 CHF | 170,039 CHF | 98.81% | 98.81% |
07/05/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,755 CHF | 158,918 CHF | 99.15% | 99.15% |
06/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 455,584 CHF | 152,861 CHF | 98.78% | 98.78% |
03/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 449,095 CHF | 150,698 CHF | 99.08% | 99.08% |
02/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 441,069 CHF | 148,023 CHF | 98.81% | 98.81% |