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 | 0.52% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 570,456 CHF | 191,152 CHF | 98.81% | 98.81% |
15/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 564,456 CHF | 189,152 CHF | 98.69% | 98.69% |
14/05/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 545,167 CHF | 182,722 CHF | 98.82% | 98.82% |
13/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 555,040 CHF | 186,014 CHF | 93.15% | 93.15% |
10/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,259 CHF | 188,420 CHF | 98.64% | 98.64% |
08/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,760 CHF | 194,253 CHF | 98.30% | 98.30% |
07/05/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 585,230 CHF | 196,077 CHF | 98.44% | 98.44% |
06/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 588,032 CHF | 197,011 CHF | 98.45% | 98.45% |
03/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 590,390 CHF | 197,797 CHF | 98.74% | 98.74% |
02/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 578,573 CHF | 193,858 CHF | 98.76% | 98.76% |