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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 548,945 CHF | 231,227 CHF | 95.20% | 95.20% |
22/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 573,488 CHF | 241,453 CHF | 91.52% | 91.52% |
21/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 582,585 CHF | 245,244 CHF | 90.87% | 90.87% |
17/05/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 560,625 CHF | 236,094 CHF | 98.09% | 98.09% |
16/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 559,754 CHF | 235,731 CHF | 97.92% | 97.92% |
15/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 583,648 CHF | 245,687 CHF | 97.57% | 97.57% |
14/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 561,700 CHF | 236,542 CHF | 98.72% | 98.72% |
13/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 558,075 CHF | 235,031 CHF | 89.11% | 89.11% |
10/05/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 568,151 CHF | 239,230 CHF | 97.15% | 97.15% |
08/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 525,292 CHF | 221,372 CHF | 93.56% | 93.56% |