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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.96% | 2.09 CHF | 2.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 413,782 CHF | 417,782 CHF | 85.85% | 85.85% |
16/05/2024 | 1.03% | 1.92 CHF | 1.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 386,517 CHF | 390,517 CHF | 98.59% | 98.59% |
15/05/2024 | 1.16% | 1.83 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 343,507 CHF | 347,507 CHF | 92.60% | 92.60% |
14/05/2024 | 1.29% | 1.62 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 309,297 CHF | 313,297 CHF | 98.98% | 98.98% |
13/05/2024 | 1.28% | 1.55 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 309,802 CHF | 313,802 CHF | 95.49% | 95.49% |
10/05/2024 | 1.35% | 1.51 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,874 CHF | 297,874 CHF | 97.11% | 97.11% |
08/05/2024 | 1.67% | 1.21 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 237,819 CHF | 241,819 CHF | 99.32% | 99.32% |
07/05/2024 | 1.00% | 1.10 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200,795 CHF | 202,817 CHF | 84.49% | 84.49% |
06/05/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,882 CHF | 162,882 CHF | 92.67% | 92.67% |
03/05/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 138,089 CHF | 140,089 CHF | 92.89% | 92.89% |