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 | 1.62% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,824 CHF | 62,275 CHF | 98.49% | 98.49% |
15/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,007 CHF | 62,002 CHF | 98.31% | 98.31% |
14/05/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,201 CHF | 63,067 CHF | 99.35% | 99.35% |
13/05/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,867 CHF | 65,289 CHF | 98.93% | 98.93% |
10/05/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,091 CHF | 68,030 CHF | 99.23% | 99.23% |
08/05/2024 | 1.36% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 99,999 | 219,650 CHF | 74,216 CHF | 98.60% | 98.60% |
07/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,155 CHF | 94,052 CHF | 94.71% | 94.71% |
06/05/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 278,734 | 92,911 | 270,575 CHF | 91,121 CHF | 99.36% | 99.36% |
03/05/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,539 CHF | 90,180 CHF | 99.27% | 99.27% |
02/05/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,679 CHF | 90,226 CHF | 99.36% | 99.36% |