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 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 433,334 | 144,445 | 312,020 CHF | 105,451 CHF | 99.17% | 99.17% |
15/05/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,475 CHF | 94,325 CHF | 94.74% | 94.74% |
14/05/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,985 CHF | 81,828 CHF | 99.16% | 99.16% |
13/05/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,440 CHF | 77,647 CHF | 98.53% | 98.53% |
10/05/2024 | 2.06% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,478 CHF | 73,659 CHF | 99.17% | 99.17% |
08/05/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,379 CHF | 74,626 CHF | 99.17% | 99.17% |
07/05/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,250 CHF | 74,250 CHF | 97.94% | 97.94% |
06/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,000 CHF | 70,167 CHF | 99.17% | 99.17% |
03/05/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,410 CHF | 69,970 CHF | 99.16% | 99.16% |
02/05/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,542 CHF | 70,348 CHF | 99.15% | 99.15% |