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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,993 CHF | 164,993 CHF | 97.95% | 97.95% |
21/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,899 CHF | 157,899 CHF | 99.39% | 99.39% |
17/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,812 CHF | 149,812 CHF | 99.06% | 99.06% |
16/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,694 CHF | 150,694 CHF | 99.26% | 99.26% |
15/05/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,176 CHF | 157,176 CHF | 99.38% | 99.38% |
14/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,543 CHF | 147,543 CHF | 99.18% | 99.18% |
13/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,036 CHF | 150,036 CHF | 99.39% | 99.39% |
10/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,218 CHF | 149,218 CHF | 99.37% | 99.37% |
08/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,592 CHF | 154,592 CHF | 99.39% | 99.39% |
07/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,940 CHF | 150,940 CHF | 99.24% | 99.24% |