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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.61% | 1.78 CHF | 1.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 982,579 CHF | 329,526 CHF | 88.52% | 99.14% |
23/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,005,190 CHF | 337,065 CHF | 17.42% | 95.89% |
22/05/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,018,210 CHF | 341,402 CHF | 98.50% | 98.82% |
21/05/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,005,360 CHF | 337,118 CHF | 31.29% | 96.16% |
17/05/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 855,558 CHF | 287,186 CHF | 98.32% | 98.32% |
16/05/2024 | 0.64% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 938,457 CHF | 314,819 CHF | 98.77% | 98.77% |
15/05/2024 | 0.69% | 1.52 CHF | 1.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 869,910 CHF | 291,970 CHF | 98.09% | 98.09% |
14/05/2024 | 0.74% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 804,983 CHF | 270,328 CHF | 97.38% | 97.38% |
13/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 858,612 CHF | 288,204 CHF | 98.96% | 98.96% |
10/05/2024 | 0.65% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 921,309 CHF | 309,103 CHF | 94.55% | 94.55% |