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 | 0.87% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 690,257 CHF | 232,086 CHF | 99.09% | 99.09% |
15/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 720,715 CHF | 242,238 CHF | 99.14% | 99.14% |
14/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 697,227 CHF | 234,409 CHF | 99.17% | 99.17% |
13/05/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 691,238 CHF | 232,413 CHF | 95.18% | 95.18% |
10/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 693,151 CHF | 233,050 CHF | 99.20% | 99.20% |
08/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 704,322 CHF | 236,774 CHF | 99.12% | 99.12% |
07/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 699,263 CHF | 235,088 CHF | 99.12% | 99.12% |
06/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 643,656 CHF | 216,552 CHF | 99.16% | 99.16% |
03/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 614,615 CHF | 206,872 CHF | 99.04% | 99.04% |
02/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 600,333 CHF | 202,111 CHF | 99.14% | 99.14% |