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 | 0.47% | 4.31 CHF | 4.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 856,891 CHF | 860,891 CHF | 88.36% | 88.36% |
16/05/2024 | 0.48% | 4.14 CHF | 4.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 830,357 CHF | 834,357 CHF | 98.59% | 98.59% |
15/05/2024 | 0.51% | 4.05 CHF | 4.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 789,366 CHF | 793,366 CHF | 94.34% | 94.34% |
14/05/2024 | 0.53% | 3.85 CHF | 3.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 756,623 CHF | 760,623 CHF | 98.98% | 98.98% |
13/05/2024 | 0.53% | 3.78 CHF | 3.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 756,414 CHF | 760,414 CHF | 95.49% | 95.49% |
10/05/2024 | 0.54% | 3.73 CHF | 3.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 738,572 CHF | 742,572 CHF | 97.14% | 97.14% |
08/05/2024 | 0.58% | 3.44 CHF | 3.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 682,559 CHF | 686,559 CHF | 99.32% | 99.32% |
07/05/2024 | 0.62% | 3.32 CHF | 3.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 643,835 CHF | 647,835 CHF | 84.49% | 84.49% |
06/05/2024 | 0.66% | 2.97 CHF | 2.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 600,009 CHF | 603,961 CHF | 92.67% | 92.67% |
03/05/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 573,350 CHF | 575,429 CHF | 93.33% | 93.33% |