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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 572,425 CHF | 95,904 CHF | 99.17% | 99.17% |
16/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 585,788 CHF | 98,131 CHF | 99.17% | 99.17% |
15/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 567,737 CHF | 95,123 CHF | 99.17% | 99.17% |
14/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 535,582 CHF | 89,764 CHF | 99.16% | 99.16% |
13/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 522,666 CHF | 87,611 CHF | 98.59% | 98.59% |
10/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 463,729 CHF | 77,788 CHF | 99.17% | 99.17% |
08/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 393,537 CHF | 66,090 CHF | 99.17% | 99.17% |
07/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 345,135 CHF | 58,023 CHF | 97.94% | 97.94% |
06/05/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 361,002 CHF | 60,667 CHF | 99.17% | 99.17% |
03/05/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 361,186 CHF | 60,698 CHF | 99.16% | 99.16% |