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 | 0.69% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 650,866 CHF | 218,455 CHF | 98.27% | 98.27% |
15/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 742,993 CHF | 249,164 CHF | 98.66% | 98.66% |
14/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 734,932 CHF | 246,477 CHF | 98.79% | 98.79% |
13/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 756,518 CHF | 253,673 CHF | 93.44% | 93.44% |
10/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 748,756 CHF | 251,085 CHF | 98.75% | 98.75% |
08/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 686,331 CHF | 230,277 CHF | 98.76% | 98.76% |
07/05/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 644,151 CHF | 216,217 CHF | 98.74% | 98.74% |
06/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 651,580 CHF | 218,693 CHF | 98.79% | 98.79% |
03/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 627,921 CHF | 210,807 CHF | 98.73% | 98.73% |
02/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,659 CHF | 206,386 CHF | 98.44% | 98.44% |