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 | 1.34% | 0.74 CHF | 0.75 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 666,379 CHF | 225,126 CHF | 97.95% | 97.95% |
15/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 670,718 CHF | 226,573 CHF | 99.44% | 99.44% |
14/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 664,140 CHF | 224,380 CHF | 99.54% | 99.54% |
13/05/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 672,274 CHF | 227,091 CHF | 99.01% | 99.01% |
10/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 678,514 CHF | 229,171 CHF | 99.50% | 99.50% |
08/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 695,024 CHF | 234,675 CHF | 99.43% | 99.43% |
07/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 673,463 CHF | 227,488 CHF | 99.57% | 99.57% |
06/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 635,718 CHF | 214,906 CHF | 98.89% | 98.89% |
03/05/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 646,936 CHF | 218,645 CHF | 98.12% | 98.12% |
02/05/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 715,483 CHF | 241,494 CHF | 99.46% | 99.46% |