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 | 0.95% | 1.08 CHF | 1.09 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 157,307 CHF | 52,936 CHF | 97.53% | 97.53% |
15/05/2024 | 0.90% | 1.02 CHF | 1.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 165,968 CHF | 55,823 CHF | 99.35% | 99.35% |
14/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 169,945 CHF | 57,148 CHF | 98.66% | 98.66% |
13/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 171,216 CHF | 57,572 CHF | 98.11% | 98.11% |
10/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 172,175 CHF | 57,892 CHF | 99.38% | 99.38% |
08/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 170,016 CHF | 57,172 CHF | 99.32% | 99.32% |
07/05/2024 | 0.75% | 1.13 CHF | 1.14 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 200,437 CHF | 67,312 CHF | 96.77% | 96.77% |
06/05/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 210,772 CHF | 70,757 CHF | 99.37% | 99.37% |
03/05/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 203,202 CHF | 68,234 CHF | 99.32% | 99.32% |
02/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 196,792 CHF | 66,097 CHF | 99.36% | 99.36% |