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 | 1.31% | 0.80 CHF | 0.81 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 341,124 CHF | 38,403 CHF | 99.17% | 99.17% |
15/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 346,695 CHF | 39,022 CHF | 99.16% | 99.16% |
14/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 337,012 CHF | 37,946 CHF | 99.16% | 99.16% |
13/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 335,978 CHF | 37,831 CHF | 98.58% | 98.58% |
10/05/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 324,524 CHF | 36,558 CHF | 99.17% | 99.17% |
08/05/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 329,880 CHF | 37,153 CHF | 99.17% | 99.17% |
07/05/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 340,830 CHF | 38,370 CHF | 97.94% | 97.94% |
06/05/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 299,025 CHF | 33,725 CHF | 99.17% | 99.17% |
03/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 287,660 CHF | 32,462 CHF | 99.16% | 99.16% |
02/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 281,536 CHF | 31,782 CHF | 99.15% | 99.15% |