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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 318,738 CHF | 106,996 CHF | 98.50% | 98.50% |
16/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 226,702 | 75,567 | 308,475 CHF | 103,581 CHF | 99.23% | 99.23% |
15/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,910 CHF | 125,970 CHF | 98.85% | 98.85% |
14/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,168 CHF | 122,389 CHF | 99.08% | 99.08% |
13/05/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 264,060 | 88,020 | 339,648 CHF | 114,096 CHF | 94.44% | 94.44% |
10/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 225,000 | 75,000 | 227,229 | 75,743 | 302,449 CHF | 101,574 CHF | 98.08% | 98.08% |
08/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,931 CHF | 99,977 CHF | 96.87% | 96.87% |
07/05/2024 | 1.25% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,898 CHF | 80,299 CHF | 96.77% | 96.77% |
06/05/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,066 | 100,022 | 216,290 CHF | 73,097 CHF | 99.07% | 99.07% |
03/05/2024 | 1.44% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 340,251 | 113,417 | 232,869 CHF | 78,757 CHF | 98.68% | 98.68% |