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 | 1.57% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,695 CHF | 96,065 CHF | 98.50% | 98.50% |
15/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,847 CHF | 101,449 CHF | 98.33% | 98.33% |
14/05/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,291 CHF | 98,931 CHF | 99.38% | 99.38% |
13/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,428 CHF | 95,976 CHF | 98.93% | 98.93% |
10/05/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,231 CHF | 86,911 CHF | 99.38% | 99.38% |
08/05/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 449,982 | 150,000 | 218,290 CHF | 74,267 CHF | 99.36% | 99.36% |
07/05/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,920 CHF | 61,140 CHF | 94.66% | 94.66% |
06/05/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,874 CHF | 55,791 CHF | 99.38% | 99.38% |
03/05/2024 | 2.70% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,932 CHF | 56,477 CHF | 99.36% | 99.36% |
02/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,415 CHF | 61,305 CHF | 99.37% | 99.37% |