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% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 390,320 CHF | 132,107 CHF | 98.74% | 98.74% |
15/05/2024 | 1.71% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 350,269 CHF | 118,756 CHF | 98.71% | 98.71% |
14/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 407,666 CHF | 137,889 CHF | 98.80% | 98.80% |
13/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 391,027 CHF | 132,342 CHF | 93.42% | 93.42% |
10/05/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 395,523 CHF | 133,841 CHF | 98.79% | 98.79% |
08/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,728 CHF | 122,909 CHF | 98.70% | 98.70% |
07/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,077 CHF | 130,359 CHF | 98.72% | 98.72% |
06/05/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,713 CHF | 137,571 CHF | 98.80% | 98.80% |
03/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,420 CHF | 128,140 CHF | 98.73% | 98.73% |
02/05/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 364,320 CHF | 123,440 CHF | 98.76% | 98.76% |