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 | 0.50% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 444,482 CHF | 148,911 CHF | 99.03% | 99.03% |
15/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 418,063 CHF | 140,104 CHF | 98.85% | 98.85% |
14/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 408,846 CHF | 137,032 CHF | 98.92% | 98.92% |
13/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 427,069 CHF | 143,106 CHF | 94.55% | 94.55% |
10/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 437,075 CHF | 146,442 CHF | 98.07% | 98.07% |
08/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 353,865 CHF | 118,705 CHF | 96.86% | 96.86% |
07/05/2024 | 0.74% | 1.43 CHF | 1.44 CHF | 225,000 | 75,000 | 286,622 | 95,541 | 385,128 CHF | 129,331 CHF | 96.75% | 96.75% |
06/05/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 376,550 CHF | 126,517 CHF | 98.88% | 98.88% |
03/05/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,197 CHF | 121,732 CHF | 98.98% | 98.98% |
02/05/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 392,528 CHF | 131,843 CHF | 99.11% | 99.11% |