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 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,972 CHF | 87,491 CHF | 99.59% | 99.59% |
15/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,089 | 150,030 | 263,164 CHF | 89,222 CHF | 99.68% | 99.68% |
14/05/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 575,221 | 191,740 | 325,931 CHF | 110,561 CHF | 99.66% | 99.66% |
13/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 496,340 | 165,447 | 285,293 CHF | 96,752 CHF | 99.07% | 99.07% |
10/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 336,209 CHF | 114,070 CHF | 99.33% | 99.33% |
08/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,477 CHF | 100,159 CHF | 99.53% | 99.53% |
07/05/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,959 CHF | 96,320 CHF | 99.60% | 99.60% |
06/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,474 CHF | 86,825 CHF | 99.74% | 99.74% |
03/05/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 255,241 CHF | 87,080 CHF | 99.37% | 99.37% |
02/05/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,984 CHF | 84,328 CHF | 99.73% | 99.73% |