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 | 1.31% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 454,576 CHF | 153,525 CHF | 99.11% | 99.11% |
15/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 485,618 CHF | 163,873 CHF | 99.14% | 99.14% |
14/05/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 462,873 CHF | 156,291 CHF | 99.18% | 99.18% |
13/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 458,044 CHF | 154,681 CHF | 95.18% | 95.18% |
10/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 461,821 CHF | 155,940 CHF | 99.20% | 99.20% |
08/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 472,893 CHF | 159,631 CHF | 99.21% | 99.21% |
07/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 468,155 CHF | 158,052 CHF | 99.13% | 99.13% |
06/05/2024 | 1.44% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 414,896 CHF | 140,299 CHF | 99.18% | 99.18% |
03/05/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 388,994 CHF | 131,665 CHF | 98.99% | 98.99% |
02/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,119 CHF | 127,706 CHF | 99.14% | 99.14% |