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 | 2.92% | 0.60 CHF | 0.61 CHF | 500,000 | 500,000 | 195,114 | 195,114 | 116,559 CHF | 119,272 CHF | 90.80% | 90.80% |
15/05/2024 | 2.73% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 187,786 | 187,786 | 119,126 CHF | 121,784 CHF | 98.45% | 98.45% |
14/05/2024 | 2.63% | 0.66 CHF | 0.67 CHF | 500,000 | 500,000 | 188,382 | 188,382 | 125,784 CHF | 128,447 CHF | 97.75% | 97.75% |
13/05/2024 | 2.74% | 0.67 CHF | 0.68 CHF | 500,000 | 500,000 | 188,468 | 188,468 | 123,990 CHF | 126,653 CHF | 97.66% | 97.66% |
10/05/2024 | 2.65% | 0.67 CHF | 0.68 CHF | 500,000 | 500,000 | 185,272 | 185,272 | 123,366 CHF | 126,005 CHF | 98.57% | 98.57% |
08/05/2024 | 2.55% | 0.68 CHF | 0.69 CHF | 500,000 | 500,000 | 187,060 | 187,060 | 129,294 CHF | 131,947 CHF | 99.33% | 99.33% |
07/05/2024 | 2.63% | 0.68 CHF | 0.69 CHF | 500,000 | 500,000 | 186,785 | 186,785 | 125,638 CHF | 128,289 CHF | 99.57% | 99.57% |
06/05/2024 | 2.51% | 0.70 CHF | 0.71 CHF | 500,000 | 500,000 | 186,725 | 186,725 | 131,556 CHF | 134,206 CHF | 99.54% | 99.54% |
03/05/2024 | 2.32% | 0.73 CHF | 0.74 CHF | 500,000 | 500,000 | 183,861 | 183,861 | 136,852 CHF | 139,481 CHF | 98.21% | 98.21% |
02/05/2024 | 2.27% | 0.80 CHF | 0.81 CHF | 500,000 | 500,000 | 178,763 | 178,763 | 141,977 CHF | 144,568 CHF | 97.09% | 97.09% |