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 | 0.99% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,768 CHF | 152,756 CHF | 91.02% | 91.02% |
15/05/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,023 CHF | 150,841 CHF | 93.40% | 93.40% |
14/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,512 CHF | 141,671 CHF | 85.45% | 85.45% |
13/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 416,060 CHF | 140,187 CHF | 76.66% | 76.66% |
10/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,193 CHF | 137,231 CHF | 84.57% | 84.57% |
08/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,021 CHF | 133,840 CHF | 85.40% | 85.40% |
07/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 399,791 CHF | 134,764 CHF | 95.19% | 95.19% |
06/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 417,190 CHF | 140,563 CHF | 81.92% | 81.92% |
03/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 418,826 CHF | 141,109 CHF | 97.17% | 97.17% |
02/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 417,934 CHF | 140,811 CHF | 97.96% | 97.96% |