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 | 334,638 CHF | 339,638 CHF | 88.77% | 88.77% |
15/05/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 310,037 CHF | 315,037 CHF | 100.00% | 100.00% |
14/05/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 294,985 CHF | 299,985 CHF | 99.99% | 99.99% |
13/05/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 283,680 CHF | 288,680 CHF | 100.00% | 100.00% |
10/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 286,449 CHF | 291,449 CHF | 94.69% | 94.69% |
08/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 313,107 CHF | 318,107 CHF | 99.99% | 99.99% |
07/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 302,100 CHF | 307,100 CHF | 94.43% | 94.43% |
06/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 308,956 CHF | 313,956 CHF | 99.99% | 99.99% |
03/05/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 316,985 CHF | 321,985 CHF | 99.91% | 99.91% |
02/05/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 319,772 CHF | 324,772 CHF | 99.99% | 99.99% |