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 | 1.04% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 572,318 CHF | 192,773 CHF | 99.08% | 99.08% |
15/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 603,197 CHF | 203,066 CHF | 99.16% | 99.16% |
14/05/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 579,895 CHF | 195,298 CHF | 99.20% | 99.20% |
13/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 573,881 CHF | 193,294 CHF | 95.15% | 95.15% |
10/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 577,351 CHF | 194,450 CHF | 99.13% | 99.13% |
08/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 587,621 CHF | 197,874 CHF | 99.12% | 99.12% |
07/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 582,526 CHF | 196,175 CHF | 99.11% | 99.11% |
06/05/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 526,683 CHF | 177,561 CHF | 99.13% | 99.13% |
03/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 496,965 CHF | 167,655 CHF | 98.98% | 98.98% |
02/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 482,462 CHF | 162,821 CHF | 99.10% | 99.10% |