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 | 1.64% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,327 CHF | 122,776 CHF | 90.98% | 90.98% |
15/05/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 358,312 CHF | 121,437 CHF | 93.46% | 93.46% |
14/05/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,168 CHF | 112,056 CHF | 85.42% | 85.42% |
13/05/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,517 CHF | 110,839 CHF | 76.67% | 76.67% |
10/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 319,014 CHF | 108,338 CHF | 84.56% | 84.56% |
08/05/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 309,974 CHF | 105,325 CHF | 85.41% | 85.41% |
07/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,891 CHF | 106,630 CHF | 95.16% | 95.16% |
06/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,141 CHF | 112,714 CHF | 81.57% | 81.57% |
03/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,755 CHF | 114,585 CHF | 97.04% | 97.04% |
02/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,997 CHF | 114,666 CHF | 98.01% | 98.01% |