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 | 1.53% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,175 CHF | 65,725 CHF | 98.49% | 98.49% |
15/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 193,129 CHF | 65,376 CHF | 98.31% | 98.31% |
14/05/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 290,866 | 96,955 | 190,204 CHF | 64,371 CHF | 99.36% | 99.36% |
13/05/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 289,173 | 96,391 | 196,807 CHF | 66,566 CHF | 98.93% | 98.93% |
10/05/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 253,426 | 84,475 | 180,030 CHF | 60,854 CHF | 99.22% | 99.22% |
08/05/2024 | 1.28% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 225,500 | 75,160 | 176,426 CHF | 59,555 CHF | 98.60% | 98.60% |
07/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 226,620 CHF | 76,290 CHF | 94.70% | 94.70% |
06/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 237,591 CHF | 79,947 CHF | 99.36% | 99.36% |
03/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 217,244 CHF | 73,165 CHF | 99.27% | 99.27% |
02/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 217,279 CHF | 73,176 CHF | 99.36% | 99.36% |