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 | 0.60% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,420 CHF | 168,420 CHF | 99.26% | 99.26% |
15/05/2024 | 0.57% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,919 CHF | 174,919 CHF | 99.39% | 99.39% |
14/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,199 CHF | 165,199 CHF | 99.18% | 99.18% |
13/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,816 CHF | 167,816 CHF | 99.39% | 99.39% |
10/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,913 CHF | 166,913 CHF | 99.38% | 99.38% |
08/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,286 CHF | 172,286 CHF | 99.39% | 99.39% |
07/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,653 CHF | 168,653 CHF | 99.23% | 99.23% |
06/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,665 CHF | 164,665 CHF | 99.21% | 99.21% |
03/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,382 CHF | 169,382 CHF | 99.39% | 99.39% |
02/05/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,104 CHF | 172,104 CHF | 99.39% | 99.39% |