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 | 1.80% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,295 CHF | 112,432 CHF | 89.25% | 89.25% |
15/05/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,023 CHF | 114,341 CHF | 92.07% | 92.07% |
14/05/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 360,098 CHF | 122,033 CHF | 85.32% | 85.32% |
13/05/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 363,044 CHF | 123,015 CHF | 74.70% | 74.70% |
10/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 369,854 CHF | 125,285 CHF | 85.11% | 85.11% |
08/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,693 CHF | 127,898 CHF | 84.49% | 84.49% |
07/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,177 CHF | 127,726 CHF | 94.83% | 94.83% |
06/05/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,880 CHF | 122,960 CHF | 81.97% | 81.97% |
03/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 363,991 CHF | 123,330 CHF | 96.30% | 96.30% |
02/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,045 CHF | 124,682 CHF | 97.46% | 97.46% |