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% | 1.57 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 953,036 CHF | 319,679 CHF | 89.24% | 89.24% |
15/05/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 940,014 CHF | 315,338 CHF | 92.07% | 92.07% |
14/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 894,176 CHF | 300,059 CHF | 85.34% | 85.34% |
13/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 885,302 CHF | 297,101 CHF | 74.69% | 74.69% |
10/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 870,888 CHF | 292,296 CHF | 85.10% | 85.10% |
08/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 854,082 CHF | 286,694 CHF | 84.45% | 84.45% |
07/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 857,020 CHF | 287,673 CHF | 94.82% | 94.82% |
06/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 884,247 CHF | 296,749 CHF | 81.95% | 81.95% |
03/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 880,784 CHF | 295,595 CHF | 96.28% | 96.28% |
02/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 874,838 CHF | 293,613 CHF | 97.48% | 97.48% |