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 | 2.72% | 0.65 CHF | 0.66 CHF | 500,000 | 500,000 | 186,828 | 186,828 | 121,006 CHF | 123,658 CHF | 99.60% | 99.60% |
15/05/2024 | 2.48% | 0.67 CHF | 0.68 CHF | 500,000 | 500,000 | 187,639 | 187,639 | 131,058 CHF | 133,716 CHF | 98.37% | 98.37% |
14/05/2024 | 2.37% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 188,479 | 188,479 | 140,248 CHF | 142,912 CHF | 97.74% | 97.74% |
13/05/2024 | 2.48% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 188,569 | 188,569 | 138,009 CHF | 140,674 CHF | 97.64% | 97.64% |
10/05/2024 | 2.39% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 185,291 | 185,291 | 137,620 CHF | 140,260 CHF | 98.55% | 98.55% |
08/05/2024 | 2.27% | 0.77 CHF | 0.78 CHF | 500,000 | 500,000 | 186,965 | 186,965 | 145,367 CHF | 148,019 CHF | 99.27% | 99.27% |
07/05/2024 | 2.35% | 0.76 CHF | 0.77 CHF | 500,000 | 500,000 | 186,685 | 186,685 | 140,402 CHF | 143,052 CHF | 99.50% | 99.50% |
06/05/2024 | 2.22% | 0.79 CHF | 0.80 CHF | 500,000 | 500,000 | 186,816 | 186,816 | 149,031 CHF | 151,682 CHF | 99.53% | 99.53% |
03/05/2024 | 2.00% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 112,051 | 112,051 | 95,835 CHF | 97,426 CHF | 99.34% | 99.34% |
02/05/2024 | 1.93% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 110,629 | 110,629 | 102,562 CHF | 104,142 CHF | 98.80% | 98.80% |