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 | 0.88% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 508,701 CHF | 171,067 CHF | 99.37% | 99.37% |
15/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 493,206 CHF | 165,902 CHF | 99.53% | 99.53% |
14/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 465,763 CHF | 156,754 CHF | 99.36% | 99.36% |
13/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 466,212 | 155,404 | 467,054 CHF | 157,239 CHF | 98.79% | 98.79% |
10/05/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 536,286 CHF | 180,762 CHF | 99.36% | 99.36% |
08/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 459,961 CHF | 155,320 CHF | 99.37% | 99.37% |
07/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 408,501 CHF | 138,167 CHF | 98.15% | 98.15% |
06/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 429,088 CHF | 145,029 CHF | 99.37% | 99.37% |
03/05/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 428,757 CHF | 144,919 CHF | 99.34% | 99.34% |
02/05/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 418,910 CHF | 141,637 CHF | 99.36% | 99.36% |