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 | 1.14% | 0.91 CHF | 0.92 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 524,215 CHF | 220,923 CHF | 97.92% | 97.92% |
15/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 499,580 CHF | 210,658 CHF | 97.58% | 97.58% |
14/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 521,112 CHF | 219,630 CHF | 98.72% | 98.72% |
13/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 522,949 CHF | 220,395 CHF | 89.10% | 89.10% |
10/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 513,722 CHF | 216,551 CHF | 97.15% | 97.15% |
08/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 556,710 CHF | 234,463 CHF | 93.56% | 93.56% |
07/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 554,342 CHF | 233,476 CHF | 94.97% | 94.97% |
06/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 546,107 CHF | 230,045 CHF | 94.89% | 94.89% |
03/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 550,167 CHF | 231,736 CHF | 94.58% | 94.58% |
02/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 548,982 CHF | 231,242 CHF | 95.17% | 95.17% |