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 | 1.80% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 414,450 CHF | 140,650 CHF | 96.85% | 96.85% |
15/05/2024 | 2.19% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 339,053 CHF | 115,518 CHF | 98.66% | 98.66% |
14/05/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,082 CHF | 104,194 CHF | 98.70% | 98.70% |
13/05/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 322,143 CHF | 109,881 CHF | 97.81% | 97.81% |
10/05/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 336,468 CHF | 114,656 CHF | 96.65% | 96.65% |
08/05/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 350,621 CHF | 119,374 CHF | 98.57% | 98.57% |
07/05/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 366,156 CHF | 124,552 CHF | 97.52% | 97.52% |
06/05/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 352,055 CHF | 119,852 CHF | 97.70% | 97.70% |
03/05/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 349,803 CHF | 119,601 CHF | 98.60% | 98.60% |
02/05/2024 | 2.56% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 784,345 | 261,448 | 302,548 CHF | 103,464 CHF | 96.56% | 96.56% |