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 | 1.77% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 336,914 CHF | 114,305 CHF | 99.11% | 99.11% |
15/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 367,720 CHF | 124,573 CHF | 99.14% | 99.14% |
14/05/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,741 CHF | 116,914 CHF | 99.18% | 99.18% |
13/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 339,711 CHF | 115,237 CHF | 95.20% | 95.20% |
10/05/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,072 CHF | 116,357 CHF | 99.11% | 99.11% |
08/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 353,624 CHF | 119,875 CHF | 99.18% | 99.18% |
07/05/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 348,537 CHF | 118,179 CHF | 99.11% | 99.11% |
06/05/2024 | 2.03% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,784 CHF | 99,928 CHF | 99.22% | 99.22% |
03/05/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,269 CHF | 90,423 CHF | 99.00% | 99.00% |
02/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,747 CHF | 85,916 CHF | 99.12% | 99.12% |