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 | 0.94% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,437 CHF | 160,312 CHF | 98.91% | 98.91% |
15/05/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,586 CHF | 164,029 CHF | 98.81% | 98.81% |
14/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 501,720 CHF | 168,740 CHF | 98.90% | 98.90% |
13/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,998 CHF | 165,166 CHF | 93.58% | 93.58% |
10/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,016 CHF | 160,505 CHF | 98.89% | 98.89% |
08/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,632 CHF | 185,044 CHF | 98.82% | 98.82% |
07/05/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,935 CHF | 188,145 CHF | 97.91% | 97.91% |
06/05/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 731,170 CHF | 245,223 CHF | 98.84% | 98.84% |
03/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 737,090 CHF | 247,197 CHF | 98.86% | 98.86% |
02/05/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 725,563 CHF | 243,354 CHF | 98.93% | 98.93% |