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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 567,629 CHF | 153,368 CHF | 99.34% | 99.34% |
22/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 559,446 CHF | 151,186 CHF | 99.36% | 99.36% |
21/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 496,681 CHF | 134,448 CHF | 99.24% | 99.24% |
17/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 480,300 CHF | 130,080 CHF | 99.37% | 99.37% |
16/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 512,810 CHF | 138,749 CHF | 98.49% | 98.49% |
15/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 494,749 CHF | 133,933 CHF | 98.32% | 98.32% |
14/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 498,151 CHF | 134,840 CHF | 99.37% | 99.37% |
13/05/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750,000 | 200,000 | 750,011 | 200,000 | 331,401 CHF | 90,372 CHF | 98.93% | 98.93% |
10/05/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 311,803 CHF | 85,147 CHF | 99.37% | 99.37% |
08/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 306,447 CHF | 83,719 CHF | 99.37% | 99.37% |