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 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,127 CHF | 123,876 CHF | 99.59% | 99.59% |
15/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,953 CHF | 125,484 CHF | 99.45% | 99.45% |
14/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,140 CHF | 122,546 CHF | 99.59% | 99.59% |
13/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,937 CHF | 123,812 CHF | 98.96% | 98.96% |
10/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,969 CHF | 121,156 CHF | 99.46% | 99.46% |
08/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 556,973 | 185,658 | 399,351 CHF | 134,974 CHF | 99.56% | 99.56% |
07/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 420,926 CHF | 142,309 CHF | 99.59% | 99.59% |
06/05/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,996 CHF | 130,999 CHF | 99.74% | 99.74% |
03/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 383,922 CHF | 129,974 CHF | 99.69% | 99.69% |
02/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 373,628 CHF | 126,543 CHF | 99.71% | 99.71% |