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 | 1.04% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,794 CHF | 145,098 CHF | 98.94% | 98.94% |
15/05/2024 | 1.07% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,136 CHF | 141,212 CHF | 98.80% | 98.80% |
14/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,177 CHF | 136,226 CHF | 98.91% | 98.91% |
13/05/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,749 CHF | 139,416 CHF | 93.66% | 93.66% |
10/05/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,071 CHF | 144,190 CHF | 98.89% | 98.89% |
08/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,236 CHF | 119,579 CHF | 98.82% | 98.82% |
07/05/2024 | 1.31% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 449,995 | 150,000 | 345,202 CHF | 116,569 CHF | 97.91% | 97.91% |
06/05/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,122 CHF | 59,207 CHF | 98.84% | 98.84% |
03/05/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,953 CHF | 57,484 CHF | 98.84% | 98.84% |
02/05/2024 | 2.47% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,763 CHF | 61,754 CHF | 98.93% | 98.93% |