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 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,864 CHF | 96,288 CHF | 98.47% | 98.47% |
15/05/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,417 CHF | 88,806 CHF | 98.33% | 98.33% |
14/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,002 CHF | 85,001 CHF | 99.37% | 99.37% |
13/05/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,805 CHF | 77,935 CHF | 98.93% | 98.93% |
10/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,282 CHF | 80,094 CHF | 99.38% | 99.38% |
08/05/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,149 CHF | 83,716 CHF | 99.35% | 99.35% |
07/05/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,482 CHF | 82,161 CHF | 94.65% | 94.65% |
06/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,624 CHF | 86,541 CHF | 99.36% | 99.36% |
03/05/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,252 CHF | 92,084 CHF | 99.36% | 99.36% |
02/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,876 CHF | 91,959 CHF | 99.36% | 99.36% |