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 | 0.96% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 620,609 CHF | 208,870 CHF | 99.27% | 99.27% |
15/05/2024 | 1.05% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 569,574 CHF | 191,858 CHF | 99.12% | 99.12% |
14/05/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 522,664 CHF | 176,221 CHF | 99.27% | 99.27% |
13/05/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 529,299 CHF | 178,433 CHF | 98.75% | 98.75% |
10/05/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 556,070 CHF | 187,357 CHF | 99.27% | 99.27% |
08/05/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 528,579 CHF | 178,193 CHF | 99.27% | 99.27% |
07/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 507,800 CHF | 171,267 CHF | 99.27% | 99.27% |
06/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 491,722 CHF | 165,907 CHF | 99.27% | 99.27% |
03/05/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 462,839 CHF | 156,280 CHF | 99.10% | 99.10% |
02/05/2024 | 1.27% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 470,570 CHF | 158,857 CHF | 99.23% | 99.23% |