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 | 1.88% | 0.55 CHF | 0.56 CHF | 750,000 | 100,000 | 750,711 | 100,000 | 396,898 CHF | 53,873 CHF | 99.17% | 99.17% |
15/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 401,663 CHF | 54,555 CHF | 99.17% | 99.17% |
14/05/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 394,729 CHF | 53,631 CHF | 99.16% | 99.16% |
13/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 393,416 CHF | 53,456 CHF | 98.58% | 98.58% |
10/05/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 750,000 | 100,000 | 755,323 | 100,000 | 386,030 CHF | 52,123 CHF | 99.17% | 99.17% |
08/05/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 391,489 CHF | 44,499 CHF | 99.17% | 99.17% |
07/05/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 402,691 CHF | 45,743 CHF | 97.94% | 97.94% |
06/05/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 368,413 CHF | 41,935 CHF | 99.17% | 99.17% |
03/05/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 362,133 CHF | 41,237 CHF | 99.16% | 99.16% |
02/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 360,660 CHF | 41,073 CHF | 99.15% | 99.15% |