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 | 2.10% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,991 CHF | 72,497 CHF | 98.93% | 98.93% |
15/05/2024 | 1.99% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,211 CHF | 76,237 CHF | 98.81% | 98.81% |
14/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,998 CHF | 81,166 CHF | 98.92% | 98.92% |
13/05/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,703 CHF | 77,734 CHF | 93.63% | 93.63% |
10/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,536 CHF | 73,012 CHF | 98.89% | 98.89% |
08/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,626 CHF | 97,709 CHF | 98.82% | 98.82% |
07/05/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,768 CHF | 100,756 CHF | 97.92% | 97.92% |
06/05/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,446 CHF | 157,982 CHF | 98.84% | 98.84% |
03/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 475,110 CHF | 159,870 CHF | 98.85% | 98.85% |
02/05/2024 | 0.97% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,380 CHF | 155,960 CHF | 98.94% | 98.94% |