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 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,905 CHF | 91,302 CHF | 98.87% | 98.87% |
15/05/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,060 CHF | 83,687 CHF | 99.10% | 99.10% |
14/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,177 CHF | 84,059 CHF | 98.24% | 98.24% |
13/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,002 CHF | 87,667 CHF | 94.83% | 94.83% |
10/05/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,747 CHF | 87,916 CHF | 98.92% | 98.92% |
08/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,018 CHF | 86,673 CHF | 98.82% | 98.82% |
07/05/2024 | 1.34% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,333 CHF | 75,444 CHF | 99.15% | 99.15% |
06/05/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,637 CHF | 69,546 CHF | 98.80% | 98.80% |
03/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,866 CHF | 67,622 CHF | 98.38% | 98.38% |
02/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,656 CHF | 64,886 CHF | 98.82% | 98.82% |