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 | 1.34% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 443,566 CHF | 149,855 CHF | 98.74% | 98.74% |
15/05/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 458,874 CHF | 154,958 CHF | 98.71% | 98.71% |
14/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,444 CHF | 147,148 CHF | 98.80% | 98.80% |
13/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 441,092 CHF | 149,031 CHF | 93.46% | 93.46% |
10/05/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 439,278 CHF | 148,426 CHF | 98.79% | 98.79% |
08/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 452,381 CHF | 152,794 CHF | 98.71% | 98.71% |
07/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 443,512 CHF | 149,838 CHF | 98.72% | 98.72% |
06/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 433,857 CHF | 146,619 CHF | 98.78% | 98.78% |
03/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 445,199 CHF | 150,400 CHF | 98.73% | 98.73% |
02/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 451,959 CHF | 152,653 CHF | 98.77% | 98.77% |