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 | 1.31% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 190,485 CHF | 77,194 CHF | 99.17% | 99.17% |
15/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 193,402 CHF | 78,361 CHF | 94.70% | 94.70% |
14/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,820 CHF | 76,128 CHF | 99.17% | 99.17% |
13/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,505 CHF | 76,002 CHF | 98.69% | 98.69% |
10/05/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,697 CHF | 73,679 CHF | 99.17% | 99.17% |
08/05/2024 | 1.64% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 150,937 CHF | 61,375 CHF | 99.17% | 99.17% |
07/05/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,954 CHF | 63,782 CHF | 97.18% | 97.18% |
06/05/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 134,283 CHF | 54,713 CHF | 99.17% | 99.17% |
03/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,151 CHF | 52,260 CHF | 99.17% | 99.17% |
02/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,670 CHF | 50,868 CHF | 99.12% | 99.12% |