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 | 1.03% | 0.86 CHF | 0.87 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 726,944 CHF | 244,815 CHF | 98.75% | 98.75% |
15/05/2024 | 1.15% | 0.92 CHF | 0.93 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 647,177 CHF | 218,226 CHF | 98.13% | 98.13% |
14/05/2024 | 1.30% | 0.85 CHF | 0.86 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 574,884 CHF | 194,128 CHF | 97.62% | 97.62% |
13/05/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 635,696 CHF | 214,399 CHF | 99.07% | 99.07% |
10/05/2024 | 1.06% | 0.85 CHF | 0.86 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 707,476 CHF | 238,325 CHF | 93.88% | 93.88% |
08/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 750,000 | 250,000 | 735,552 | 245,184 | 702,964 CHF | 236,773 CHF | 98.39% | 98.39% |
07/05/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 664,620 CHF | 223,540 CHF | 98.87% | 98.87% |
06/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 688,395 CHF | 231,465 CHF | 98.55% | 98.55% |
03/05/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 626,277 | 208,759 | 684,966 CHF | 230,410 CHF | 95.78% | 95.78% |
02/05/2024 | 0.95% | 1.11 CHF | 1.12 CHF | 600,000 | 200,000 | 746,062 | 248,687 | 778,421 CHF | 261,960 CHF | 98.71% | 98.71% |