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 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,664 CHF | 145,721 CHF | 99.37% | 99.37% |
15/05/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,096 CHF | 141,532 CHF | 99.53% | 99.53% |
14/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 523,320 | 174,440 | 456,051 CHF | 153,761 CHF | 99.36% | 99.36% |
13/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 575,859 | 191,955 | 486,668 CHF | 164,144 CHF | 98.79% | 98.79% |
10/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 443,468 CHF | 149,823 CHF | 99.36% | 99.36% |
08/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 369,793 CHF | 125,264 CHF | 99.37% | 99.37% |
07/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,795 CHF | 109,265 CHF | 98.16% | 98.16% |
06/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,513 CHF | 115,504 CHF | 99.37% | 99.37% |
03/05/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,263 CHF | 115,754 CHF | 99.35% | 99.35% |
02/05/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 199,994 | 330,813 CHF | 112,268 CHF | 99.34% | 99.34% |