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 | 0.66% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 909,262 CHF | 305,087 CHF | 98.77% | 98.77% |
15/05/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 841,872 CHF | 282,624 CHF | 98.52% | 98.52% |
14/05/2024 | 0.77% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 776,815 CHF | 260,938 CHF | 97.55% | 97.55% |
13/05/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 830,154 CHF | 278,718 CHF | 99.06% | 99.06% |
10/05/2024 | 0.67% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 891,658 CHF | 299,219 CHF | 96.46% | 96.46% |
08/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 891,621 CHF | 299,207 CHF | 98.39% | 98.39% |
07/05/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 989,682 CHF | 331,894 CHF | 98.89% | 98.89% |
06/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,014,280 CHF | 340,093 CHF | 98.59% | 98.59% |
03/05/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 971,871 CHF | 325,957 CHF | 95.67% | 95.67% |
02/05/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 935,111 CHF | 313,704 CHF | 98.72% | 98.72% |