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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,853 CHF | 112,618 CHF | 98.51% | 98.51% |
16/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,817 CHF | 107,939 CHF | 99.05% | 99.05% |
15/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,373 CHF | 99,124 CHF | 98.89% | 98.89% |
14/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,776 CHF | 96,259 CHF | 99.05% | 99.05% |
13/05/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,363 CHF | 102,121 CHF | 94.42% | 94.42% |
10/05/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,990 CHF | 104,997 CHF | 98.10% | 98.10% |
08/05/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,746 CHF | 116,082 CHF | 96.90% | 96.90% |
07/05/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,915 CHF | 93,805 CHF | 96.77% | 96.77% |
06/05/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,580 CHF | 86,027 CHF | 98.92% | 98.92% |
03/05/2024 | 1.82% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,706 CHF | 83,069 CHF | 98.66% | 98.66% |