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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 219,777 CHF | 221,277 CHF | 99.10% | 99.10% |
22/05/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 219,725 CHF | 221,225 CHF | 97.96% | 97.96% |
21/05/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 218,362 CHF | 219,862 CHF | 99.40% | 99.40% |
17/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 214,037 CHF | 215,537 CHF | 99.06% | 99.06% |
16/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 211,615 CHF | 213,115 CHF | 99.26% | 99.26% |
15/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 210,137 CHF | 211,637 CHF | 99.39% | 99.39% |
14/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 205,233 CHF | 206,733 CHF | 99.18% | 99.18% |
13/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 207,502 CHF | 209,002 CHF | 99.38% | 99.38% |
10/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 209,229 CHF | 210,729 CHF | 99.38% | 99.38% |
08/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 213,599 CHF | 215,099 CHF | 99.38% | 99.38% |