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 | 1.61% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 92,250 CHF | 31,250 CHF | 97.54% | 97.54% |
15/05/2024 | 1.48% | 0.58 CHF | 0.59 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 101,102 CHF | 34,201 CHF | 99.35% | 99.35% |
14/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 104,327 CHF | 35,276 CHF | 98.66% | 98.66% |
13/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 106,180 CHF | 35,893 CHF | 98.22% | 98.22% |
10/05/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 107,177 CHF | 36,226 CHF | 99.37% | 99.37% |
08/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 104,833 CHF | 35,444 CHF | 99.32% | 99.32% |
07/05/2024 | 1.13% | 0.69 CHF | 0.70 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 135,316 CHF | 45,605 CHF | 96.77% | 96.77% |
06/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 145,786 CHF | 49,095 CHF | 99.37% | 99.37% |
03/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 137,873 CHF | 46,458 CHF | 99.32% | 99.32% |
02/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 131,595 CHF | 44,365 CHF | 99.36% | 99.36% |