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 | 1.44% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,414 CHF | 70,138 CHF | 98.48% | 98.48% |
15/05/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,542 CHF | 65,181 CHF | 98.33% | 98.33% |
14/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,774 CHF | 62,925 CHF | 99.35% | 99.35% |
13/05/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,175 CHF | 58,392 CHF | 98.93% | 98.93% |
10/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 99,999 | 174,991 CHF | 59,330 CHF | 99.37% | 99.37% |
08/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,132 CHF | 62,044 CHF | 99.35% | 99.35% |
07/05/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,522 CHF | 61,174 CHF | 94.65% | 94.65% |
06/05/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,581 CHF | 64,194 CHF | 99.36% | 99.36% |
03/05/2024 | 1.49% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 200,323 CHF | 67,774 CHF | 99.36% | 99.36% |
02/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,643 CHF | 66,548 CHF | 99.36% | 99.36% |