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 | 1.19% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,040 CHF | 127,180 CHF | 97.15% | 97.15% |
15/05/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,081 CHF | 119,194 CHF | 99.08% | 99.08% |
14/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,172 CHF | 119,891 CHF | 97.38% | 97.38% |
13/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,788 CHF | 117,429 CHF | 93.11% | 93.11% |
10/05/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,251 CHF | 122,584 CHF | 98.73% | 98.73% |
08/05/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,296 CHF | 105,932 CHF | 96.73% | 96.73% |
07/05/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,812 CHF | 99,771 CHF | 97.09% | 97.09% |
06/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,040 CHF | 93,513 CHF | 90.41% | 90.41% |
03/05/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,870 CHF | 89,790 CHF | 95.18% | 95.18% |
02/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,921 CHF | 89,140 CHF | 97.80% | 97.80% |