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 | 1.09% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 548,906 CHF | 184,969 CHF | 96.85% | 96.85% |
15/05/2024 | 1.25% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 476,634 CHF | 160,878 CHF | 99.03% | 99.03% |
14/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 440,517 CHF | 148,839 CHF | 98.41% | 98.41% |
13/05/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 456,777 CHF | 154,259 CHF | 96.52% | 96.52% |
10/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 471,574 CHF | 159,191 CHF | 96.10% | 96.10% |
08/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 480,638 CHF | 162,213 CHF | 98.07% | 98.07% |
07/05/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 494,272 CHF | 166,758 CHF | 97.59% | 97.59% |
06/05/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 479,259 CHF | 161,753 CHF | 97.96% | 97.96% |
03/05/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 686,786 | 228,929 | 473,729 CHF | 160,199 CHF | 97.41% | 97.41% |
02/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 408,391 CHF | 138,130 CHF | 96.35% | 96.35% |