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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,468 CHF | 82,489 CHF | 99.28% | 99.28% |
21/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 234,540 CHF | 79,180 CHF | 96.72% | 96.72% |
17/05/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,092 CHF | 83,031 CHF | 99.33% | 99.33% |
16/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,550 CHF | 85,517 CHF | 99.14% | 99.14% |
15/05/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,074 CHF | 88,691 CHF | 99.33% | 99.33% |
14/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,765 CHF | 93,255 CHF | 93.82% | 93.82% |
13/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,058 CHF | 96,020 CHF | 98.50% | 98.50% |
10/05/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,955 CHF | 88,318 CHF | 99.36% | 99.36% |
08/05/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,659 CHF | 98,553 CHF | 95.15% | 95.15% |
07/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,568 CHF | 100,523 CHF | 98.58% | 98.58% |