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 | 1.50% | 0.60 CHF | 0.61 CHF | 480,000 | 480,000 | 221,904 | 221,904 | 147,726 CHF | 149,953 CHF | 99.22% | 99.22% |
15/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 500,000 | 500,000 | 223,322 | 223,322 | 161,088 CHF | 163,330 CHF | 100.00% | 100.00% |
14/05/2024 | 1.48% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 197,552 | 197,552 | 140,274 CHF | 142,253 CHF | 98.71% | 98.71% |
13/05/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 485,000 | 485,000 | 222,102 | 222,102 | 145,965 CHF | 148,190 CHF | 99.49% | 99.49% |
10/05/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 500,000 | 500,000 | 223,713 | 223,713 | 161,162 CHF | 163,404 CHF | 100.00% | 100.00% |
08/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 237,680 | 237,680 | 179,899 CHF | 182,280 CHF | 99.13% | 99.13% |
07/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 500,000 | 500,000 | 223,528 | 223,528 | 163,670 CHF | 165,911 CHF | 99.83% | 99.83% |
06/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 500,000 | 500,000 | 223,755 | 223,755 | 155,887 CHF | 158,128 CHF | 100.00% | 100.00% |
03/05/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 500,000 | 500,000 | 223,976 | 223,976 | 158,490 CHF | 160,734 CHF | 99.70% | 99.70% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 241,202 | 241,202 | 184,541 CHF | 186,958 CHF | 100.00% | 100.00% |