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 | 1.80% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,384 CHF | 83,961 CHF | 97.69% | 97.69% |
21/05/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,457 CHF | 85,652 CHF | 96.12% | 96.12% |
17/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,690 CHF | 91,397 CHF | 97.85% | 97.85% |
16/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,756 CHF | 117,419 CHF | 97.16% | 97.16% |
15/05/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,579 CHF | 109,360 CHF | 99.06% | 99.06% |
14/05/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,324 CHF | 109,941 CHF | 96.89% | 96.89% |
13/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,521 CHF | 107,674 CHF | 93.11% | 93.11% |
10/05/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,444 CHF | 112,648 CHF | 98.72% | 98.72% |
08/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,699 CHF | 95,733 CHF | 96.75% | 96.75% |
07/05/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,671 CHF | 89,390 CHF | 97.00% | 97.00% |