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 | 0.93% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 641,496 CHF | 215,832 CHF | 99.27% | 99.27% |
15/05/2024 | 1.02% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 584,880 CHF | 196,960 CHF | 99.12% | 99.12% |
14/05/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 544,827 CHF | 183,609 CHF | 99.27% | 99.27% |
13/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 550,970 CHF | 185,657 CHF | 98.75% | 98.75% |
10/05/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 573,607 CHF | 193,202 CHF | 99.27% | 99.27% |
08/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 550,729 CHF | 185,576 CHF | 99.27% | 99.27% |
07/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 533,293 CHF | 179,764 CHF | 99.27% | 99.27% |
06/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 519,528 CHF | 175,176 CHF | 99.27% | 99.27% |
03/05/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 495,507 CHF | 167,169 CHF | 99.10% | 99.10% |
02/05/2024 | 1.19% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 502,740 CHF | 169,580 CHF | 99.24% | 99.24% |