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 | 1.28% | 0.77 CHF | 0.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 194,434 CHF | 196,934 CHF | 34.33% | 34.33% |
15/05/2024 | 1.51% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 243,416 | 243,416 | 173,718 CHF | 176,174 CHF | 99.47% | 99.47% |
14/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 250,000 | 250,000 | 248,456 | 248,456 | 177,899 CHF | 180,388 CHF | 98.83% | 98.83% |
13/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 183,523 CHF | 186,023 CHF | 99.48% | 99.48% |
10/05/2024 | 1.46% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 243,598 | 243,598 | 179,637 CHF | 182,094 CHF | 97.78% | 97.78% |
08/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 182,138 CHF | 184,638 CHF | 99.52% | 99.52% |
07/05/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 165,812 CHF | 168,312 CHF | 99.53% | 99.53% |
06/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 157,384 CHF | 159,884 CHF | 99.49% | 99.49% |
03/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 154,406 CHF | 156,906 CHF | 96.07% | 96.07% |
02/05/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 243,927 | 243,927 | 147,145 CHF | 149,605 CHF | 99.51% | 99.51% |