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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,619 CHF | 107,040 CHF | 96.12% | 96.12% |
17/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,893 CHF | 112,464 CHF | 97.87% | 97.87% |
16/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,370 CHF | 118,623 CHF | 97.19% | 97.19% |
15/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 330,962 CHF | 111,821 CHF | 99.05% | 99.05% |
14/05/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,291 CHF | 113,930 CHF | 96.81% | 96.81% |
13/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,659 CHF | 112,053 CHF | 92.77% | 92.77% |
10/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 345,327 CHF | 116,609 CHF | 98.72% | 98.72% |
08/05/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,405 CHF | 102,302 CHF | 96.89% | 96.89% |
07/05/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 512,752 | 170,917 | 324,755 CHF | 109,961 CHF | 96.48% | 96.48% |
06/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 356,235 CHF | 120,745 CHF | 90.37% | 90.37% |