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 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,444 CHF | 119,648 CHF | 96.13% | 96.13% |
15/05/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,200 CHF | 115,233 CHF | 98.65% | 98.65% |
14/05/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,194 CHF | 115,231 CHF | 98.80% | 98.80% |
13/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,529 CHF | 125,343 CHF | 93.26% | 93.26% |
10/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 384,382 CHF | 129,627 CHF | 98.23% | 98.23% |
08/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,556 CHF | 131,019 CHF | 96.78% | 96.78% |
07/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,501 CHF | 127,334 CHF | 97.15% | 97.15% |
06/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 384,946 CHF | 129,815 CHF | 98.60% | 98.60% |
03/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,718 CHF | 133,739 CHF | 98.38% | 98.38% |
02/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,860 CHF | 137,120 CHF | 98.77% | 98.77% |