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 | 2.03% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,214 CHF | 99,405 CHF | 99.21% | 99.21% |
15/05/2024 | 1.82% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,476 CHF | 111,492 CHF | 99.27% | 99.27% |
14/05/2024 | 2.08% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 286,168 CHF | 97,389 CHF | 98.46% | 98.46% |
13/05/2024 | 2.34% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,663 CHF | 86,888 CHF | 98.81% | 98.81% |
10/05/2024 | 2.11% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,340 CHF | 96,113 CHF | 96.49% | 96.49% |
08/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,556 CHF | 106,519 CHF | 98.39% | 98.39% |
07/05/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 380,064 CHF | 128,688 CHF | 98.88% | 98.88% |
06/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 394,065 CHF | 133,355 CHF | 98.56% | 98.56% |
03/05/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 369,884 CHF | 125,295 CHF | 97.98% | 97.98% |
02/05/2024 | 1.52% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 392,768 CHF | 132,923 CHF | 98.81% | 98.81% |