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 | 1.17% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 510,261 CHF | 172,087 CHF | 14.19% | 99.06% |
15/05/2024 | 1.24% | 0.89 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 482,005 CHF | 162,668 CHF | 67.68% | 97.65% |
14/05/2024 | 1.38% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 431,565 CHF | 145,855 CHF | 97.98% | 97.98% |
13/05/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 485,183 CHF | 163,728 CHF | 98.95% | 98.95% |
10/05/2024 | 1.10% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 545,305 CHF | 183,768 CHF | 88.94% | 95.00% |
08/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 544,224 CHF | 183,408 CHF | 98.34% | 98.34% |
07/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 605,760 CHF | 203,920 CHF | 14.24% | 99.44% |
06/05/2024 | 0.93% | 1.10 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 639,458 CHF | 215,153 CHF | 5.35% | 99.18% |
03/05/2024 | 0.95% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 627,193 CHF | 211,064 CHF | 95.08% | 95.08% |
02/05/2024 | 1.01% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 588,829 CHF | 198,276 CHF | 98.70% | 98.70% |