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 | 0.42% | 2.38 CHF | 2.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 528,910 CHF | 177,053 CHF | 98.50% | 98.50% |
16/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 515,212 CHF | 172,487 CHF | 99.24% | 99.24% |
15/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 488,681 CHF | 163,644 CHF | 98.87% | 98.87% |
14/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 479,750 CHF | 160,667 CHF | 99.07% | 99.07% |
13/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 497,548 CHF | 166,599 CHF | 94.44% | 94.44% |
10/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 507,350 CHF | 169,867 CHF | 98.08% | 98.08% |
08/05/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 567,048 CHF | 190,016 CHF | 96.86% | 96.86% |
07/05/2024 | 0.60% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,845 CHF | 167,615 CHF | 96.75% | 96.75% |
06/05/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,110 CHF | 158,703 CHF | 98.83% | 98.83% |
03/05/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 459,254 CHF | 154,085 CHF | 98.66% | 98.66% |