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 | 1.24% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 481,853 CHF | 162,618 CHF | 89.25% | 89.25% |
15/05/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 487,798 CHF | 164,599 CHF | 92.08% | 92.08% |
14/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 510,370 CHF | 172,123 CHF | 85.32% | 85.32% |
13/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 513,408 CHF | 173,136 CHF | 74.71% | 74.71% |
10/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 520,060 CHF | 175,353 CHF | 85.11% | 85.11% |
08/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 527,700 CHF | 177,900 CHF | 84.48% | 84.48% |
07/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 527,224 CHF | 177,741 CHF | 94.83% | 94.83% |
06/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 512,314 CHF | 172,771 CHF | 81.97% | 81.97% |
03/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 513,865 CHF | 173,288 CHF | 96.30% | 96.30% |
02/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 518,081 CHF | 174,694 CHF | 97.46% | 97.46% |