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 | 1.11% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 536,625 CHF | 180,875 CHF | 99.27% | 99.27% |
15/05/2024 | 1.23% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 484,275 CHF | 163,425 CHF | 99.11% | 99.11% |
14/05/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 446,582 CHF | 150,861 CHF | 99.27% | 99.27% |
13/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 452,630 CHF | 152,877 CHF | 98.75% | 98.75% |
10/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 474,628 CHF | 160,209 CHF | 99.27% | 99.27% |
08/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 453,319 CHF | 153,106 CHF | 99.27% | 99.27% |
07/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,474 CHF | 147,825 CHF | 99.27% | 99.27% |
06/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 425,095 CHF | 143,698 CHF | 99.27% | 99.27% |
03/05/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 403,954 CHF | 136,651 CHF | 99.09% | 99.09% |
02/05/2024 | 1.45% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 410,810 CHF | 138,937 CHF | 99.24% | 99.24% |