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 | 0.63% | 1.59 CHF | 1.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 235,943 CHF | 237,443 CHF | 99.26% | 99.26% |
15/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 234,448 CHF | 235,948 CHF | 99.38% | 99.38% |
14/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 229,482 CHF | 230,982 CHF | 99.17% | 99.17% |
13/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 231,864 CHF | 233,364 CHF | 99.38% | 99.38% |
10/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 233,500 CHF | 235,000 CHF | 99.39% | 99.39% |
08/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 237,782 CHF | 239,282 CHF | 99.38% | 99.38% |
07/05/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 239,336 CHF | 240,836 CHF | 99.24% | 99.24% |
06/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 239,739 CHF | 241,239 CHF | 99.22% | 99.22% |
03/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 240,367 CHF | 241,867 CHF | 99.38% | 99.38% |
02/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 237,480 CHF | 238,980 CHF | 99.39% | 99.39% |