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 | 0.69% | 1.43 CHF | 1.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 217,395 CHF | 72,965 CHF | 98.49% | 98.49% |
15/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150,000 | 50,000 | 150,122 | 50,041 | 216,527 CHF | 72,676 CHF | 98.31% | 98.31% |
14/05/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 218,868 CHF | 73,456 CHF | 99.36% | 99.36% |
13/05/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 225,214 CHF | 75,571 CHF | 98.93% | 98.93% |
10/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 232,651 CHF | 78,050 CHF | 99.22% | 99.22% |
08/05/2024 | 0.60% | 1.56 CHF | 1.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 248,433 CHF | 83,311 CHF | 98.60% | 98.60% |
07/05/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 298,221 CHF | 99,907 CHF | 94.69% | 94.69% |
06/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 308,519 CHF | 103,340 CHF | 99.36% | 99.36% |
03/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 287,225 CHF | 96,242 CHF | 99.27% | 99.27% |
02/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 287,360 CHF | 96,287 CHF | 99.36% | 99.36% |