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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,754 CHF | 336,754 CHF | 88.42% | 88.42% |
16/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 315,943 CHF | 317,943 CHF | 98.13% | 98.13% |
15/05/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 286,290 CHF | 288,290 CHF | 94.34% | 94.34% |
14/05/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,917 CHF | 265,917 CHF | 98.98% | 98.98% |
13/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,039 CHF | 265,039 CHF | 95.49% | 95.49% |
10/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,267 CHF | 251,267 CHF | 97.11% | 97.11% |
08/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 210,202 CHF | 212,202 CHF | 99.32% | 99.32% |
07/05/2024 | 1.08% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,094 CHF | 187,094 CHF | 84.48% | 84.48% |
06/05/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,335 CHF | 162,335 CHF | 92.67% | 92.67% |
03/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,094 CHF | 149,094 CHF | 93.26% | 93.26% |