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% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,776 CHF | 124,526 CHF | 99.30% | 99.30% |
15/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 74,391 | 74,243 | 119,471 CHF | 119,979 CHF | 98.93% | 98.93% |
14/05/2024 | 0.68% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 74,056 | 74,056 | 111,497 CHF | 112,247 CHF | 99.94% | 99.94% |
13/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,291 CHF | 116,041 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,435 CHF | 116,185 CHF | 100.00% | 100.00% |
08/05/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,479 CHF | 110,229 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,633 CHF | 109,383 CHF | 98.92% | 98.92% |
06/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,729 CHF | 103,479 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,688 CHF | 96,438 CHF | 98.61% | 98.61% |
02/05/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,765 CHF | 93,515 CHF | 99.13% | 99.13% |