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% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 454,574 CHF | 153,525 CHF | 99.08% | 99.08% |
15/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 485,573 CHF | 163,858 CHF | 99.15% | 99.15% |
14/05/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 462,572 CHF | 156,191 CHF | 99.15% | 99.15% |
13/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 456,509 CHF | 154,170 CHF | 95.18% | 95.18% |
10/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 458,903 CHF | 154,968 CHF | 99.13% | 99.13% |
08/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 470,188 CHF | 158,729 CHF | 99.12% | 99.12% |
07/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 465,115 CHF | 157,038 CHF | 99.11% | 99.11% |
06/05/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 409,831 CHF | 138,610 CHF | 99.14% | 99.14% |
03/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 380,733 CHF | 128,911 CHF | 99.09% | 99.09% |
02/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 366,084 CHF | 124,028 CHF | 99.14% | 99.14% |