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 | 1.37% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 109,122 CHF | 36,874 CHF | 97.53% | 97.53% |
15/05/2024 | 1.27% | 0.70 CHF | 0.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 117,811 CHF | 39,770 CHF | 99.35% | 99.35% |
14/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 121,628 CHF | 41,043 CHF | 98.66% | 98.66% |
13/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 123,033 CHF | 41,511 CHF | 98.11% | 98.11% |
10/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 124,049 CHF | 41,850 CHF | 99.37% | 99.37% |
08/05/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 121,828 CHF | 41,109 CHF | 99.32% | 99.32% |
07/05/2024 | 1.00% | 0.81 CHF | 0.82 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 152,250 CHF | 51,250 CHF | 96.77% | 96.77% |
06/05/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 162,739 CHF | 54,746 CHF | 99.37% | 99.37% |
03/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 154,946 CHF | 52,149 CHF | 99.32% | 99.32% |
02/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 148,531 CHF | 50,010 CHF | 99.37% | 99.37% |