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 | 1.92% | 1.04 CHF | 1.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 257,905 CHF | 262,905 CHF | 85.85% | 85.85% |
16/05/2024 | 2.05% | 0.96 CHF | 0.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 240,983 CHF | 245,983 CHF | 98.59% | 98.59% |
15/05/2024 | 2.31% | 0.91 CHF | 0.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 214,119 CHF | 219,119 CHF | 92.60% | 92.60% |
14/05/2024 | 2.56% | 0.81 CHF | 0.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 192,697 CHF | 197,697 CHF | 98.98% | 98.98% |
13/05/2024 | 2.56% | 0.77 CHF | 0.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 192,922 CHF | 197,922 CHF | 95.49% | 95.49% |
10/05/2024 | 2.70% | 0.75 CHF | 0.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 183,009 CHF | 188,009 CHF | 97.11% | 97.11% |
08/05/2024 | 3.32% | 0.60 CHF | 0.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 147,946 CHF | 152,946 CHF | 99.32% | 99.32% |
07/05/2024 | 2.01% | 0.55 CHF | 0.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 124,775 CHF | 127,302 CHF | 84.49% | 84.49% |
06/05/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 100,075 CHF | 102,575 CHF | 92.67% | 92.67% |
03/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 85,705 CHF | 88,205 CHF | 92.14% | 92.14% |