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 | 1.05% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 569,863 CHF | 191,954 CHF | 99.37% | 99.37% |
15/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 551,199 CHF | 185,733 CHF | 99.53% | 99.53% |
14/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 517,856 CHF | 174,619 CHF | 99.36% | 99.36% |
13/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 499,595 CHF | 168,532 CHF | 98.79% | 98.79% |
10/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 439,390 CHF | 148,463 CHF | 99.37% | 99.37% |
08/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,206 CHF | 125,735 CHF | 99.37% | 99.37% |
07/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 607,884 | 202,628 | 331,055 CHF | 112,378 CHF | 98.16% | 98.16% |
06/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,292 CHF | 117,097 CHF | 99.38% | 99.38% |
03/05/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,126 CHF | 117,042 CHF | 99.35% | 99.35% |
02/05/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 336,475 CHF | 114,158 CHF | 99.36% | 99.36% |