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 | 1.21% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,688 CHF | 124,396 CHF | 98.84% | 98.84% |
15/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,003 CHF | 120,168 CHF | 99.17% | 99.17% |
14/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,656 CHF | 123,052 CHF | 99.37% | 99.37% |
13/05/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,451 CHF | 136,650 CHF | 98.16% | 98.16% |
10/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,487 CHF | 144,662 CHF | 98.99% | 98.99% |
08/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,492 CHF | 157,997 CHF | 98.74% | 98.74% |
07/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,870 CHF | 161,790 CHF | 99.37% | 99.37% |
06/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,883 CHF | 168,128 CHF | 99.37% | 99.37% |
03/05/2024 | 1.01% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,032 CHF | 151,510 CHF | 99.11% | 99.11% |
02/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,401 CHF | 145,300 CHF | 99.07% | 99.07% |