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 | 1.28% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,345 CHF | 78,738 CHF | 99.17% | 99.17% |
15/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 199,284 CHF | 80,714 CHF | 94.71% | 94.71% |
14/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,510 CHF | 79,604 CHF | 99.17% | 99.17% |
13/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 204,928 CHF | 82,971 CHF | 98.69% | 98.69% |
10/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,510 CHF | 79,604 CHF | 99.17% | 99.17% |
08/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,205 CHF | 75,082 CHF | 99.17% | 99.17% |
07/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 182,770 CHF | 74,108 CHF | 97.19% | 97.19% |
06/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 182,754 CHF | 74,102 CHF | 99.17% | 99.17% |
03/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 177,998 CHF | 72,199 CHF | 99.16% | 99.16% |
02/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 174,127 CHF | 70,651 CHF | 99.11% | 99.11% |