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 | 0.57% | 1.73 CHF | 1.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 261,664 CHF | 87,721 CHF | 98.49% | 98.49% |
15/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 260,377 CHF | 87,292 CHF | 98.31% | 98.31% |
14/05/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 263,209 CHF | 88,237 CHF | 99.36% | 99.36% |
13/05/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 270,325 CHF | 90,608 CHF | 98.93% | 98.93% |
10/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 278,718 CHF | 93,406 CHF | 99.23% | 99.23% |
08/05/2024 | 0.51% | 1.87 CHF | 1.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 296,199 CHF | 99,233 CHF | 98.60% | 98.60% |
07/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 351,689 CHF | 117,730 CHF | 94.69% | 94.69% |
06/05/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 363,103 CHF | 121,534 CHF | 99.37% | 99.37% |
03/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 338,959 CHF | 113,486 CHF | 99.27% | 99.27% |
02/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 338,897 CHF | 113,466 CHF | 99.36% | 99.36% |