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 | 1.60% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,532 CHF | 94,677 CHF | 98.48% | 98.48% |
15/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,287 CHF | 97,929 CHF | 98.33% | 98.33% |
14/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,066 CHF | 94,522 CHF | 99.36% | 99.36% |
13/05/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,278 CHF | 91,259 CHF | 98.93% | 98.93% |
10/05/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,940 CHF | 97,813 CHF | 99.37% | 99.37% |
08/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 449,680 | 149,893 | 286,885 CHF | 97,127 CHF | 99.35% | 99.35% |
07/05/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,328 CHF | 93,943 CHF | 94.72% | 94.72% |
06/05/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,833 CHF | 92,444 CHF | 99.36% | 99.36% |
03/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,149 CHF | 97,216 CHF | 99.36% | 99.36% |
02/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,920 CHF | 93,140 CHF | 99.36% | 99.36% |