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 | 1.68% | 0.59 CHF | 0.60 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 532,268 CHF | 180,423 CHF | 99.04% | 99.04% |
15/05/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 536,682 CHF | 181,894 CHF | 99.42% | 99.42% |
14/05/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 529,234 CHF | 179,411 CHF | 99.50% | 99.50% |
13/05/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 537,301 CHF | 182,100 CHF | 99.02% | 99.02% |
10/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 544,024 CHF | 184,341 CHF | 99.50% | 99.50% |
08/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 559,552 CHF | 189,517 CHF | 99.47% | 99.47% |
07/05/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 539,510 CHF | 182,837 CHF | 99.53% | 99.53% |
06/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 502,883 CHF | 170,628 CHF | 98.83% | 98.83% |
03/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 517,107 CHF | 175,369 CHF | 98.15% | 98.15% |
02/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 645,012 CHF | 262,005 CHF | 99.51% | 99.51% |