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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 537,926 CHF | 182,309 CHF | 98.22% | 98.22% |
23/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 516,440 CHF | 175,147 CHF | 96.03% | 96.03% |
22/05/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 496,692 CHF | 168,564 CHF | 99.47% | 99.47% |
21/05/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 468,935 CHF | 159,312 CHF | 96.91% | 96.91% |
17/05/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 900,000 | 300,000 | 909,787 | 309,787 | 384,992 CHF | 134,104 CHF | 99.01% | 99.01% |
16/05/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 900,000 | 300,000 | 904,618 | 304,618 | 400,849 CHF | 137,880 CHF | 97.98% | 97.98% |
15/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 954,264 | 354,264 | 428,840 CHF | 162,285 CHF | 99.44% | 99.44% |
14/05/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 900,000 | 300,000 | 978,262 | 378,262 | 433,283 CHF | 170,949 CHF | 99.51% | 99.51% |
13/05/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 1,000,000 | 400,000 | 917,456 | 317,456 | 412,644 CHF | 145,705 CHF | 98.99% | 98.99% |
10/05/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 900,000 | 300,000 | 968,190 | 368,190 | 444,602 CHF | 172,464 CHF | 99.44% | 99.44% |