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 | 1.70% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 292,207 CHF | 59,442 CHF | 99.27% | 99.27% |
15/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 294,766 CHF | 59,953 CHF | 99.07% | 99.07% |
14/05/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 310,940 CHF | 63,188 CHF | 99.27% | 99.27% |
13/05/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 341,128 CHF | 69,226 CHF | 98.46% | 98.46% |
10/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 339,793 CHF | 68,959 CHF | 99.27% | 99.27% |
08/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 340,586 CHF | 69,117 CHF | 99.27% | 99.27% |
07/05/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 354,291 CHF | 71,858 CHF | 99.27% | 99.27% |
06/05/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 361,060 CHF | 73,212 CHF | 99.27% | 99.27% |
03/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 379,464 CHF | 76,893 CHF | 99.16% | 99.16% |
02/05/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 382,834 CHF | 77,567 CHF | 99.27% | 99.27% |