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 | 1.04% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 572,311 CHF | 192,770 CHF | 99.10% | 99.10% |
15/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 603,159 CHF | 203,053 CHF | 99.12% | 99.12% |
14/05/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 579,888 CHF | 195,296 CHF | 99.14% | 99.14% |
13/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 573,894 CHF | 193,298 CHF | 95.18% | 95.18% |
10/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 577,576 CHF | 194,525 CHF | 99.14% | 99.14% |
08/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 587,977 CHF | 197,992 CHF | 99.11% | 99.11% |
07/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 583,047 CHF | 196,349 CHF | 99.11% | 99.11% |
06/05/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 527,946 CHF | 177,982 CHF | 99.19% | 99.19% |
03/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 499,478 CHF | 168,493 CHF | 99.11% | 99.11% |
02/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 485,941 CHF | 163,980 CHF | 99.14% | 99.14% |