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 | 1.48% | 0.66 CHF | 0.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 334,298 CHF | 339,298 CHF | 88.77% | 88.77% |
15/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 314,524 CHF | 319,524 CHF | 99.93% | 99.93% |
14/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 301,827 CHF | 306,827 CHF | 100.00% | 100.00% |
13/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 292,841 CHF | 297,841 CHF | 100.00% | 100.00% |
10/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 295,884 CHF | 300,884 CHF | 91.79% | 91.79% |
08/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 317,180 CHF | 322,180 CHF | 99.99% | 99.99% |
07/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 307,887 CHF | 312,887 CHF | 94.42% | 94.42% |
06/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 313,167 CHF | 318,167 CHF | 99.99% | 99.99% |
03/05/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 319,689 CHF | 324,689 CHF | 99.97% | 99.97% |
02/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 321,681 CHF | 326,681 CHF | 99.99% | 99.99% |