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% | 1.82 CHF | 1.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 269,208 CHF | 270,708 CHF | 99.27% | 99.27% |
15/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 267,592 CHF | 269,092 CHF | 99.39% | 99.39% |
14/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 262,675 CHF | 264,175 CHF | 99.18% | 99.18% |
13/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 265,000 CHF | 266,500 CHF | 99.39% | 99.39% |
10/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 266,649 CHF | 268,149 CHF | 99.38% | 99.38% |
08/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 270,906 CHF | 272,406 CHF | 99.38% | 99.38% |
07/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 272,470 CHF | 273,970 CHF | 99.23% | 99.23% |
06/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 272,801 CHF | 274,301 CHF | 99.21% | 99.21% |
03/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 273,411 CHF | 274,911 CHF | 99.39% | 99.39% |
02/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 270,586 CHF | 272,086 CHF | 99.39% | 99.39% |