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 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 257,030 CHF | 43,338 CHF | 99.17% | 99.17% |
15/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 270,302 CHF | 59,215 CHF | 94.74% | 94.74% |
14/05/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 253,963 CHF | 55,675 CHF | 99.16% | 99.16% |
13/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 252,905 CHF | 55,446 CHF | 98.53% | 98.53% |
10/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 259,888 CHF | 56,959 CHF | 99.17% | 99.17% |
08/05/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 252,740 CHF | 55,410 CHF | 99.17% | 99.17% |
07/05/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 242,803 CHF | 53,257 CHF | 97.93% | 97.93% |
06/05/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 222,014 CHF | 48,753 CHF | 99.17% | 99.17% |
03/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 222,265 CHF | 48,808 CHF | 99.16% | 99.16% |
02/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 65,000 | 300,000 | 65,000 | 210,251 CHF | 46,204 CHF | 99.14% | 99.14% |