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 | 1.29% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,377 CHF | 78,126 CHF | 99.10% | 99.10% |
15/05/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,421 CHF | 75,474 CHF | 99.33% | 99.33% |
14/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,842 CHF | 71,281 CHF | 93.82% | 93.82% |
13/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,350 CHF | 68,450 CHF | 98.42% | 98.42% |
10/05/2024 | 1.32% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,370 CHF | 76,457 CHF | 99.36% | 99.36% |
08/05/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,523 CHF | 66,508 CHF | 95.15% | 95.15% |
07/05/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,750 CHF | 64,250 CHF | 98.57% | 98.57% |
06/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 195,409 CHF | 66,137 CHF | 98.61% | 98.61% |
03/05/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,891 CHF | 62,964 CHF | 98.77% | 98.77% |
02/05/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,256 CHF | 60,752 CHF | 99.36% | 99.36% |