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 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,351 CHF | 87,284 CHF | 99.74% | 99.74% |
15/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,176 CHF | 88,892 CHF | 99.49% | 99.49% |
14/05/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,595 CHF | 85,698 CHF | 99.59% | 99.59% |
13/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,818 CHF | 87,106 CHF | 99.05% | 99.05% |
10/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,162 CHF | 84,554 CHF | 99.42% | 99.42% |
08/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,778 CHF | 96,926 CHF | 99.56% | 99.56% |
07/05/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 275,147 CHF | 93,716 CHF | 99.59% | 99.59% |
06/05/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,772 CHF | 82,591 CHF | 99.60% | 99.60% |
03/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,526 CHF | 81,842 CHF | 99.35% | 99.35% |
02/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,243 CHF | 78,414 CHF | 99.60% | 99.60% |