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 | 1.79% | 0.54 CHF | 0.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 277,433 CHF | 56,487 CHF | 99.27% | 99.27% |
15/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 261,896 CHF | 53,379 CHF | 99.07% | 99.07% |
14/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 260,224 CHF | 53,045 CHF | 99.27% | 99.27% |
13/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 265,947 CHF | 54,189 CHF | 98.46% | 98.46% |
10/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 275,186 CHF | 56,037 CHF | 99.27% | 99.27% |
08/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 291,866 CHF | 59,373 CHF | 99.27% | 99.27% |
07/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 292,526 CHF | 59,505 CHF | 99.27% | 99.27% |
06/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 297,858 CHF | 60,572 CHF | 99.27% | 99.27% |
03/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 308,382 CHF | 62,677 CHF | 99.17% | 99.17% |
02/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 317,534 CHF | 64,507 CHF | 99.27% | 99.27% |