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 | 0.83% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,961 CHF | 121,320 CHF | 99.06% | 99.06% |
15/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,373 CHF | 111,458 CHF | 98.84% | 98.84% |
14/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,077 CHF | 108,359 CHF | 98.99% | 98.99% |
13/05/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,712 CHF | 114,904 CHF | 94.36% | 94.36% |
10/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,454 CHF | 118,484 CHF | 98.05% | 98.05% |
08/05/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 362,490 | 120,830 | 314,121 CHF | 105,915 CHF | 96.90% | 96.90% |
07/05/2024 | 1.41% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,453 CHF | 106,984 CHF | 96.77% | 96.77% |
06/05/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,282 CHF | 97,927 CHF | 98.73% | 98.73% |
03/05/2024 | 1.61% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,825 CHF | 94,108 CHF | 98.69% | 98.69% |
02/05/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,751 CHF | 104,750 CHF | 99.19% | 99.19% |