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 | 1.43% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 139,436 CHF | 141,436 CHF | 98.72% | 98.72% |
15/05/2024 | 1.75% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,495 CHF | 115,495 CHF | 99.51% | 99.51% |
14/05/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 123,378 CHF | 125,378 CHF | 98.19% | 98.19% |
13/05/2024 | 1.35% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 146,875 CHF | 148,875 CHF | 96.89% | 96.89% |
10/05/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 143,686 CHF | 145,686 CHF | 94.93% | 94.93% |
08/05/2024 | 1.25% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 159,165 CHF | 161,165 CHF | 97.51% | 97.51% |
07/05/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,468 CHF | 150,468 CHF | 97.35% | 97.35% |
06/05/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,318 CHF | 160,318 CHF | 99.19% | 99.19% |
03/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,048 CHF | 178,048 CHF | 89.94% | 89.94% |
02/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,991 CHF | 186,991 CHF | 99.47% | 99.47% |