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 | 0.85% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 527,068 CHF | 177,189 CHF | 90.98% | 90.98% |
15/05/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 518,069 CHF | 174,190 CHF | 93.45% | 93.45% |
14/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,530 CHF | 164,343 CHF | 85.49% | 85.49% |
13/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 483,838 CHF | 162,779 CHF | 76.73% | 76.73% |
10/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 474,130 CHF | 159,543 CHF | 84.49% | 84.49% |
08/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,347 CHF | 155,949 CHF | 85.41% | 85.41% |
07/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 465,726 CHF | 156,742 CHF | 95.22% | 95.22% |
06/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 483,764 CHF | 162,755 CHF | 81.52% | 81.52% |
03/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 484,673 CHF | 163,058 CHF | 97.08% | 97.08% |
02/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,404 CHF | 162,301 CHF | 98.02% | 98.02% |