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 | 2.24% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,496 CHF | 90,499 CHF | 98.74% | 98.74% |
15/05/2024 | 2.25% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,023 CHF | 91,008 CHF | 98.24% | 98.24% |
14/05/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 301,677 CHF | 102,559 CHF | 98.42% | 98.42% |
13/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,305 CHF | 110,435 CHF | 95.17% | 95.17% |
10/05/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,281 CHF | 111,760 CHF | 98.89% | 98.89% |
08/05/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 409,519 CHF | 138,506 CHF | 99.09% | 99.09% |
07/05/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 419,592 CHF | 141,864 CHF | 98.84% | 98.84% |
06/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 442,967 CHF | 149,656 CHF | 99.05% | 99.05% |
03/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 439,221 CHF | 148,407 CHF | 99.06% | 99.06% |
02/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 444,565 CHF | 150,188 CHF | 97.80% | 97.80% |