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 | 0.70% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 637,388 CHF | 213,963 CHF | 98.93% | 98.93% |
15/05/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,249 CHF | 209,916 CHF | 98.80% | 98.80% |
14/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 610,203 CHF | 204,901 CHF | 98.91% | 98.91% |
13/05/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,378 CHF | 207,959 CHF | 93.59% | 93.59% |
10/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 633,226 CHF | 212,575 CHF | 98.89% | 98.89% |
08/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,284 CHF | 187,928 CHF | 98.82% | 98.82% |
07/05/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,403 CHF | 184,968 CHF | 97.90% | 97.90% |
06/05/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,341 CHF | 127,280 CHF | 98.84% | 98.84% |
03/05/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,192 CHF | 125,564 CHF | 98.84% | 98.84% |
02/05/2024 | 1.16% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,175 CHF | 129,892 CHF | 98.94% | 98.94% |