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 | 1.15% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 387,622 CHF | 130,707 CHF | 90.97% | 90.97% |
15/05/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,807 CHF | 129,102 CHF | 93.41% | 93.41% |
14/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 494,959 | 164,986 | 392,179 CHF | 132,376 CHF | 85.47% | 85.47% |
13/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 548,585 | 182,862 | 430,195 CHF | 145,227 CHF | 76.66% | 76.66% |
10/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 460,434 CHF | 155,478 CHF | 84.58% | 84.58% |
08/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 448,450 CHF | 151,483 CHF | 85.43% | 85.43% |
07/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 587,756 | 195,919 | 442,375 CHF | 149,418 CHF | 95.21% | 95.21% |
06/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 476,354 | 158,785 | 375,869 CHF | 126,877 CHF | 81.75% | 81.75% |
03/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 571,826 | 190,609 | 454,657 CHF | 153,458 CHF | 97.14% | 97.14% |
02/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 521,479 | 173,826 | 413,577 CHF | 139,597 CHF | 98.01% | 98.01% |