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 | 0.71% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 421,696 CHF | 141,566 CHF | 99.13% | 99.13% |
15/05/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 431,323 CHF | 144,774 CHF | 99.33% | 99.33% |
14/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 445,891 CHF | 149,630 CHF | 93.82% | 93.82% |
13/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 453,791 CHF | 152,264 CHF | 98.43% | 98.43% |
10/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,645 CHF | 144,548 CHF | 99.36% | 99.36% |
08/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 462,282 CHF | 155,094 CHF | 95.15% | 95.15% |
07/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 467,106 CHF | 156,702 CHF | 98.58% | 98.58% |
06/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,940 CHF | 154,647 CHF | 98.61% | 98.61% |
03/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 471,431 CHF | 158,144 CHF | 98.78% | 98.78% |
02/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 482,491 CHF | 161,830 CHF | 99.35% | 99.35% |