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 | 0.68% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,325 CHF | 148,442 CHF | 99.23% | 99.23% |
15/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,744 CHF | 137,915 CHF | 98.86% | 98.86% |
14/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 400,418 CHF | 134,473 CHF | 99.12% | 99.12% |
13/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,009 CHF | 142,003 CHF | 94.52% | 94.52% |
10/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 433,100 CHF | 145,367 CHF | 98.08% | 98.08% |
08/05/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 335,419 CHF | 112,806 CHF | 96.87% | 96.87% |
07/05/2024 | 1.07% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,576 CHF | 93,859 CHF | 96.76% | 96.76% |
06/05/2024 | 1.16% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 329,217 | 109,739 | 281,367 CHF | 94,886 CHF | 98.91% | 98.91% |
03/05/2024 | 1.20% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 447,273 | 149,091 | 369,820 CHF | 124,764 CHF | 98.69% | 98.69% |
02/05/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,437 CHF | 91,812 CHF | 99.19% | 99.19% |