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 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,349 CHF | 87,283 CHF | 99.75% | 99.75% |
15/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,179 CHF | 88,893 CHF | 99.70% | 99.70% |
14/05/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,600 CHF | 85,700 CHF | 99.62% | 99.62% |
13/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,841 CHF | 87,114 CHF | 99.08% | 99.08% |
10/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,135 CHF | 84,545 CHF | 99.71% | 99.71% |
08/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,902 CHF | 72,467 CHF | 99.57% | 99.57% |
07/05/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,106 CHF | 69,869 CHF | 99.59% | 99.59% |
06/05/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,243 CHF | 61,248 CHF | 99.59% | 99.59% |
03/05/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 598,701 | 199,567 | 234,326 CHF | 80,105 CHF | 99.71% | 99.71% |
02/05/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 461,689 | 153,896 | 171,805 CHF | 58,807 CHF | 99.48% | 99.48% |