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 | 0.73% | 1.38 CHF | 1.39 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 409,059 CHF | 68,677 CHF | 99.17% | 99.17% |
16/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 421,409 CHF | 70,735 CHF | 99.17% | 99.17% |
15/05/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 406,315 CHF | 68,219 CHF | 99.17% | 99.17% |
14/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 376,148 CHF | 63,191 CHF | 99.16% | 99.16% |
13/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 363,765 CHF | 61,128 CHF | 98.59% | 98.59% |
10/05/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 309,504 CHF | 52,084 CHF | 99.17% | 99.17% |
08/05/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450,000 | 50,000 | 443,812 | 50,000 | 366,921 CHF | 41,871 CHF | 99.17% | 99.17% |
07/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 314,226 CHF | 35,414 CHF | 97.94% | 97.94% |
06/05/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 336,055 CHF | 37,839 CHF | 99.17% | 99.17% |
03/05/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 336,768 CHF | 37,919 CHF | 99.16% | 99.16% |