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 | 2.15% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,800 CHF | 70,433 CHF | 98.75% | 98.75% |
16/05/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,242 CHF | 69,247 CHF | 98.84% | 98.84% |
15/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,688 CHF | 65,063 CHF | 99.17% | 99.17% |
14/05/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,459 CHF | 67,986 CHF | 99.36% | 99.36% |
13/05/2024 | 1.85% | 0.56 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,539 CHF | 81,680 CHF | 98.19% | 98.19% |
10/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,585 CHF | 89,695 CHF | 98.99% | 98.99% |
08/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,648 CHF | 103,049 CHF | 98.74% | 98.74% |
07/05/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,140 CHF | 106,880 CHF | 99.37% | 99.37% |
06/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,457 CHF | 113,319 CHF | 99.37% | 99.37% |
03/05/2024 | 1.62% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,588 CHF | 96,696 CHF | 99.11% | 99.11% |