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 | 1.30% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 457,179 CHF | 154,393 CHF | 96.87% | 96.87% |
15/05/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,533 CHF | 130,511 CHF | 99.01% | 99.01% |
14/05/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 696,478 | 232,159 | 408,829 CHF | 138,598 CHF | 98.76% | 98.76% |
13/05/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 367,521 CHF | 124,507 CHF | 96.51% | 96.51% |
10/05/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 381,988 CHF | 129,329 CHF | 96.06% | 96.06% |
08/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 489,486 CHF | 165,662 CHF | 97.15% | 97.15% |
07/05/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 506,499 CHF | 171,333 CHF | 97.57% | 97.57% |
06/05/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 489,262 CHF | 165,587 CHF | 97.88% | 97.88% |
03/05/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 416,164 CHF | 141,221 CHF | 98.05% | 98.05% |
02/05/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 410,304 CHF | 139,268 CHF | 97.19% | 97.19% |