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 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 494,911 CHF | 166,470 CHF | 97.18% | 97.18% |
15/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,786 CHF | 158,429 CHF | 99.06% | 99.06% |
14/05/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 472,590 CHF | 159,030 CHF | 97.37% | 97.37% |
13/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 465,165 CHF | 156,555 CHF | 93.11% | 93.11% |
10/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,224 CHF | 161,575 CHF | 98.71% | 98.71% |
08/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,313 CHF | 144,604 CHF | 96.76% | 96.76% |
07/05/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,743 CHF | 138,081 CHF | 97.07% | 97.07% |
06/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 390,522 CHF | 131,674 CHF | 90.34% | 90.34% |
03/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,914 CHF | 127,471 CHF | 94.93% | 94.93% |
02/05/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,196 CHF | 126,565 CHF | 97.79% | 97.79% |