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 | 1.28% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,741 CHF | 78,581 CHF | 99.20% | 99.20% |
15/05/2024 | 1.15% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,415 CHF | 87,805 CHF | 99.15% | 99.15% |
14/05/2024 | 1.04% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,881 CHF | 96,960 CHF | 99.21% | 99.21% |
13/05/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,253 CHF | 89,751 CHF | 98.32% | 98.32% |
10/05/2024 | 1.22% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,930 CHF | 82,310 CHF | 99.21% | 99.21% |
08/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,063 CHF | 83,354 CHF | 99.13% | 99.13% |
07/05/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,890 CHF | 69,963 CHF | 99.22% | 99.22% |
06/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,319 CHF | 66,773 CHF | 99.22% | 99.22% |
03/05/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,287 CHF | 73,762 CHF | 98.78% | 98.78% |
02/05/2024 | 1.25% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,508 CHF | 80,503 CHF | 99.21% | 99.21% |