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 | 1.19% | 0.86 CHF | 0.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 125,269 CHF | 42,256 CHF | 97.54% | 97.54% |
15/05/2024 | 1.11% | 0.80 CHF | 0.81 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 134,119 CHF | 45,206 CHF | 99.35% | 99.35% |
14/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 137,446 CHF | 46,316 CHF | 98.66% | 98.66% |
13/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 139,279 CHF | 46,926 CHF | 98.22% | 98.22% |
10/05/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 140,234 CHF | 47,245 CHF | 99.37% | 99.37% |
08/05/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 138,112 CHF | 46,537 CHF | 99.32% | 99.32% |
07/05/2024 | 0.90% | 0.91 CHF | 0.92 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 168,399 CHF | 56,633 CHF | 96.77% | 96.77% |
06/05/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 178,788 CHF | 60,096 CHF | 99.37% | 99.37% |
03/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 170,879 CHF | 57,460 CHF | 99.31% | 99.31% |
02/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 164,832 CHF | 55,444 CHF | 99.37% | 99.37% |