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 | 1.19% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 574,738 | 191,579 | 478,798 CHF | 161,515 CHF | 99.37% | 99.37% |
15/05/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 481,437 CHF | 162,479 CHF | 99.53% | 99.53% |
14/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 446,071 CHF | 150,690 CHF | 99.36% | 99.36% |
13/05/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 431,805 CHF | 145,935 CHF | 98.80% | 98.80% |
10/05/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,201 CHF | 125,734 CHF | 99.36% | 99.36% |
08/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,676 CHF | 102,892 CHF | 99.37% | 99.37% |
07/05/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 733,363 | 244,454 | 316,275 CHF | 107,870 CHF | 98.15% | 98.15% |
06/05/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 609,361 | 203,120 | 281,401 CHF | 95,832 CHF | 99.38% | 99.38% |
03/05/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 610,869 | 203,623 | 282,764 CHF | 96,291 CHF | 99.35% | 99.35% |
02/05/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 718,857 | 239,619 | 322,955 CHF | 110,048 CHF | 99.35% | 99.35% |