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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 422,701 CHF | 141,650 CHF | 98.50% | 98.50% |
16/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 409,573 CHF | 137,274 CHF | 99.04% | 99.04% |
15/05/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 383,555 CHF | 128,602 CHF | 98.87% | 98.87% |
14/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 374,936 CHF | 125,729 CHF | 99.14% | 99.14% |
13/05/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 392,526 CHF | 131,592 CHF | 94.54% | 94.54% |
10/05/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 402,161 CHF | 134,804 CHF | 98.09% | 98.09% |
08/05/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 429,480 CHF | 144,160 CHF | 96.88% | 96.88% |
07/05/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,168 CHF | 122,389 CHF | 96.73% | 96.73% |
06/05/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 339,137 CHF | 114,046 CHF | 98.90% | 98.90% |
03/05/2024 | 0.91% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,648 CHF | 109,882 CHF | 98.69% | 98.69% |