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 | 0.85% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 530,362 CHF | 178,287 CHF | 98.91% | 98.91% |
15/05/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 518,553 CHF | 174,351 CHF | 98.81% | 98.81% |
14/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 503,493 CHF | 169,331 CHF | 98.91% | 98.91% |
13/05/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 512,854 CHF | 172,451 CHF | 93.63% | 93.63% |
10/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 527,088 CHF | 177,196 CHF | 98.88% | 98.88% |
08/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,182 CHF | 152,561 CHF | 98.82% | 98.82% |
07/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 449,998 | 150,000 | 444,123 CHF | 149,542 CHF | 97.90% | 97.90% |
06/05/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,404 CHF | 91,968 CHF | 98.84% | 98.84% |
03/05/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,846 CHF | 90,116 CHF | 98.85% | 98.85% |
02/05/2024 | 1.60% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,242 CHF | 94,581 CHF | 98.95% | 98.95% |