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 | 1.71% | 0.56 CHF | 0.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 290,551 CHF | 59,110 CHF | 99.27% | 99.27% |
15/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 266,818 CHF | 54,364 CHF | 99.07% | 99.07% |
14/05/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 264,688 CHF | 53,938 CHF | 99.27% | 99.27% |
13/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 273,636 CHF | 55,727 CHF | 98.46% | 98.46% |
10/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 287,761 CHF | 58,552 CHF | 99.27% | 99.27% |
08/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 312,334 CHF | 63,467 CHF | 99.27% | 99.27% |
07/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 312,250 CHF | 63,450 CHF | 99.27% | 99.27% |
06/05/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 321,994 CHF | 65,399 CHF | 99.27% | 99.27% |
03/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 336,530 CHF | 68,306 CHF | 99.17% | 99.17% |
02/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 350,234 CHF | 71,047 CHF | 99.27% | 99.27% |