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 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,140 CHF | 123,880 CHF | 99.60% | 99.60% |
15/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,991 CHF | 125,497 CHF | 99.70% | 99.70% |
14/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,227 CHF | 122,576 CHF | 99.64% | 99.64% |
13/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,009 CHF | 123,836 CHF | 99.07% | 99.07% |
10/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,953 CHF | 121,151 CHF | 99.46% | 99.46% |
08/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,602 CHF | 109,034 CHF | 99.56% | 99.56% |
07/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,223 CHF | 106,574 CHF | 99.57% | 99.57% |
06/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,585 CHF | 97,695 CHF | 99.59% | 99.59% |
03/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,114 CHF | 96,538 CHF | 99.71% | 99.71% |
02/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,378 CHF | 93,626 CHF | 99.60% | 99.60% |