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 | 1.53% | 0.63 CHF | 0.64 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 97,244 CHF | 32,915 CHF | 97.53% | 97.53% |
15/05/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 92,623 CHF | 31,374 CHF | 99.35% | 99.35% |
14/05/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 90,687 CHF | 30,729 CHF | 98.67% | 98.67% |
13/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 89,709 CHF | 30,403 CHF | 98.20% | 98.20% |
10/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 89,232 CHF | 30,244 CHF | 99.38% | 99.38% |
08/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 91,060 CHF | 30,854 CHF | 99.32% | 99.32% |
07/05/2024 | 2.11% | 0.61 CHF | 0.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 72,580 CHF | 24,693 CHF | 96.78% | 96.78% |
06/05/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 66,001 CHF | 22,500 CHF | 99.37% | 99.37% |
03/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 71,035 CHF | 24,178 CHF | 99.32% | 99.32% |
02/05/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 76,206 CHF | 25,902 CHF | 99.36% | 99.36% |