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 | 250,000 | 250,000 | 250,000 | 250,000 | 147,796 CHF | 150,296 CHF | 98.74% | 98.74% |
15/05/2024 | 2.01% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 243,416 | 243,416 | 130,607 CHF | 133,064 CHF | 99.47% | 99.47% |
14/05/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 247,027 | 247,027 | 132,967 CHF | 135,447 CHF | 99.48% | 99.48% |
13/05/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 139,584 CHF | 142,084 CHF | 99.48% | 99.48% |
10/05/2024 | 1.94% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 243,160 | 243,160 | 136,065 CHF | 138,520 CHF | 98.20% | 98.20% |
08/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 137,947 CHF | 140,447 CHF | 99.52% | 99.52% |
07/05/2024 | 2.02% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 122,738 CHF | 125,238 CHF | 99.53% | 99.53% |
06/05/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 115,022 CHF | 117,522 CHF | 99.49% | 99.49% |
03/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 112,609 CHF | 115,109 CHF | 99.28% | 99.28% |
02/05/2024 | 2.44% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 243,923 | 243,923 | 106,696 CHF | 109,155 CHF | 99.45% | 99.45% |