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 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 360,120 CHF | 60,770 CHF | 98.48% | 98.48% |
15/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 365,168 CHF | 61,611 CHF | 98.33% | 98.33% |
14/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 355,902 CHF | 60,067 CHF | 99.36% | 99.36% |
13/05/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 346,737 CHF | 58,540 CHF | 98.93% | 98.93% |
10/05/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 361,840 CHF | 61,057 CHF | 99.38% | 99.38% |
08/05/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 359,972 CHF | 60,745 CHF | 99.35% | 99.35% |
07/05/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450,000 | 75,000 | 450,000 | 77,478 | 352,139 CHF | 61,410 CHF | 94.71% | 94.71% |
06/05/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 345,629 CHF | 77,806 CHF | 99.36% | 99.36% |
03/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 355,456 CHF | 79,990 CHF | 99.36% | 99.36% |
02/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 343,369 CHF | 77,304 CHF | 99.36% | 99.36% |