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 | 1.98% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,540 CHF | 76,347 CHF | 98.85% | 98.85% |
15/05/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,340 CHF | 81,947 CHF | 98.96% | 98.96% |
14/05/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,752 CHF | 76,084 CHF | 98.61% | 98.61% |
13/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,544 CHF | 74,348 CHF | 95.13% | 95.13% |
10/05/2024 | 1.93% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,706 CHF | 78,735 CHF | 98.82% | 98.82% |
08/05/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,151 CHF | 84,884 CHF | 98.77% | 98.77% |
07/05/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,023 CHF | 86,174 CHF | 99.15% | 99.15% |
06/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,895 CHF | 81,798 CHF | 98.77% | 98.77% |
03/05/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,535 CHF | 77,012 CHF | 98.37% | 98.37% |
02/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,267 CHF | 77,256 CHF | 99.17% | 99.17% |