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 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,125 CHF | 123,875 CHF | 99.70% | 99.70% |
15/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,973 CHF | 125,491 CHF | 99.70% | 99.70% |
14/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,157 CHF | 122,552 CHF | 99.58% | 99.58% |
13/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,944 CHF | 123,815 CHF | 98.99% | 98.99% |
10/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,842 CHF | 121,114 CHF | 99.36% | 99.36% |
08/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,480 CHF | 108,993 CHF | 99.59% | 99.59% |
07/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,220 CHF | 106,573 CHF | 99.58% | 99.58% |
06/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,578 CHF | 97,693 CHF | 99.59% | 99.59% |
03/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,353 CHF | 96,618 CHF | 99.72% | 99.72% |
02/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,725 CHF | 93,742 CHF | 99.73% | 99.73% |