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 | 0.86% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 523,191 CHF | 175,897 CHF | 99.37% | 99.37% |
15/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,612 CHF | 171,371 CHF | 99.38% | 99.38% |
14/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,738 CHF | 161,413 CHF | 99.36% | 99.36% |
13/05/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,834 CHF | 157,445 CHF | 98.79% | 98.79% |
10/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,825 CHF | 139,775 CHF | 99.37% | 99.37% |
08/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 598,080 | 199,360 | 469,682 CHF | 158,554 CHF | 99.37% | 99.37% |
07/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 415,661 CHF | 140,554 CHF | 98.16% | 98.16% |
06/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,950 CHF | 147,317 CHF | 99.38% | 99.38% |
03/05/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 436,308 CHF | 147,436 CHF | 99.35% | 99.35% |
02/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 424,593 CHF | 143,531 CHF | 99.35% | 99.35% |