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 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 481,566 CHF | 162,022 CHF | 99.36% | 99.36% |
15/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,398 CHF | 156,299 CHF | 99.38% | 99.38% |
14/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,012 CHF | 146,171 CHF | 99.36% | 99.36% |
13/05/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,998 CHF | 141,833 CHF | 98.80% | 98.80% |
10/05/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,832 CHF | 123,444 CHF | 99.37% | 99.37% |
08/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 483,329 | 161,110 | 324,444 CHF | 109,759 CHF | 99.37% | 99.37% |
07/05/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 347,979 CHF | 117,993 CHF | 98.16% | 98.16% |
06/05/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 369,504 CHF | 125,168 CHF | 99.38% | 99.38% |
03/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 369,619 CHF | 125,206 CHF | 99.35% | 99.35% |
02/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 358,862 CHF | 121,621 CHF | 99.35% | 99.35% |