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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 450,000 | 125,000 | 444,542 | 125,000 | 391,175 CHF | 111,301 CHF | 99.17% | 99.17% |
16/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 125,000 | 399,482 | 125,000 | 364,822 CHF | 115,642 CHF | 99.17% | 99.17% |
15/05/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450,000 | 125,000 | 450,000 | 125,000 | 394,729 CHF | 110,897 CHF | 99.17% | 99.17% |
14/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 125,000 | 450,000 | 125,000 | 356,193 CHF | 100,192 CHF | 99.16% | 99.16% |
13/05/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 450,000 | 125,000 | 449,993 | 125,000 | 339,557 CHF | 95,573 CHF | 98.59% | 98.59% |
10/05/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450,000 | 125,000 | 450,000 | 125,000 | 271,450 CHF | 76,653 CHF | 99.17% | 99.17% |
08/05/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 450,000 | 125,000 | 449,992 | 124,993 | 201,350 CHF | 57,179 CHF | 99.17% | 99.17% |
07/05/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 600,000 | 125,000 | 599,993 | 124,985 | 218,433 CHF | 46,752 CHF | 97.94% | 97.94% |
06/05/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 600,000 | 125,000 | 599,036 | 124,993 | 241,019 CHF | 51,544 CHF | 99.17% | 99.17% |
03/05/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 600,000 | 125,000 | 594,097 | 125,000 | 240,039 CHF | 51,783 CHF | 99.16% | 99.16% |