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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,679 CHF | 112,560 CHF | 98.50% | 98.50% |
16/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,106 CHF | 107,369 CHF | 99.06% | 99.06% |
15/05/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,799 CHF | 96,933 CHF | 98.86% | 98.86% |
14/05/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,889 CHF | 93,630 CHF | 99.06% | 99.06% |
13/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,867 CHF | 101,289 CHF | 94.41% | 94.41% |
10/05/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,286 CHF | 104,762 CHF | 98.04% | 98.04% |
08/05/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 302,473 | 100,824 | 219,284 CHF | 74,103 CHF | 96.90% | 96.90% |
07/05/2024 | 1.80% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,856 CHF | 84,452 CHF | 96.76% | 96.76% |
06/05/2024 | 2.01% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,904 CHF | 75,468 CHF | 99.04% | 99.04% |
03/05/2024 | 2.12% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,871 CHF | 71,790 CHF | 99.00% | 99.00% |