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 | 0.67% | 1.46 CHF | 1.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 887,734 CHF | 297,911 CHF | 98.72% | 98.72% |
15/05/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 926,531 CHF | 310,844 CHF | 98.69% | 98.69% |
14/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 868,353 CHF | 291,451 CHF | 98.80% | 98.80% |
13/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 882,939 CHF | 296,313 CHF | 93.42% | 93.42% |
10/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 878,505 CHF | 294,835 CHF | 98.78% | 98.78% |
08/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 910,896 CHF | 305,632 CHF | 98.72% | 98.72% |
07/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 888,563 CHF | 298,188 CHF | 98.72% | 98.72% |
06/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 864,966 CHF | 290,322 CHF | 98.81% | 98.81% |
03/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 893,585 CHF | 299,862 CHF | 98.73% | 98.73% |
02/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 909,816 CHF | 305,272 CHF | 98.78% | 98.78% |