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 | 0.76% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 391,138 CHF | 131,379 CHF | 99.36% | 99.36% |
15/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,051 CHF | 122,017 CHF | 99.34% | 99.34% |
14/05/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,392 CHF | 120,797 CHF | 95.39% | 95.39% |
13/05/2024 | 0.76% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 392,454 CHF | 131,818 CHF | 97.20% | 97.20% |
10/05/2024 | 0.69% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 431,618 CHF | 144,873 CHF | 93.50% | 93.50% |
08/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 447,025 CHF | 150,008 CHF | 99.31% | 99.31% |
07/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,277 CHF | 147,092 CHF | 97.80% | 97.80% |
06/05/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 411,372 CHF | 138,124 CHF | 97.80% | 97.80% |
03/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 394,374 CHF | 132,458 CHF | 99.00% | 99.00% |
02/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,568 CHF | 125,856 CHF | 99.04% | 99.04% |