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 | 690,256 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 | 720,732 CHF | 242,244 CHF | 99.16% | 99.16% |
14/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 697,249 CHF | 234,416 CHF | 99.19% | 99.19% |
13/05/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 691,270 CHF | 232,423 CHF | 95.15% | 95.15% |
10/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 693,143 CHF | 233,048 CHF | 99.21% | 99.21% |
08/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 704,275 CHF | 236,758 CHF | 99.17% | 99.17% |
07/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 699,203 CHF | 235,068 CHF | 99.11% | 99.11% |
06/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 643,475 CHF | 216,492 CHF | 99.13% | 99.13% |
03/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 613,877 CHF | 206,626 CHF | 99.01% | 99.01% |
02/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 599,327 CHF | 201,776 CHF | 99.15% | 99.15% |