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 | 0.76% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 392,622 CHF | 131,874 CHF | 99.08% | 99.08% |
15/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,465 CHF | 122,155 CHF | 98.84% | 98.84% |
14/05/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,046 CHF | 119,015 CHF | 98.99% | 98.99% |
13/05/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,312 CHF | 125,437 CHF | 94.57% | 94.57% |
10/05/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 383,048 CHF | 128,683 CHF | 98.08% | 98.08% |
08/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 368,296 | 122,765 | 356,376 CHF | 120,020 CHF | 96.90% | 96.90% |
07/05/2024 | 1.24% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,896 CHF | 122,132 CHF | 96.76% | 96.76% |
06/05/2024 | 1.34% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,177 CHF | 112,892 CHF | 98.89% | 98.89% |
03/05/2024 | 1.39% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,507 CHF | 109,002 CHF | 98.70% | 98.70% |
02/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,196 CHF | 119,899 CHF | 99.14% | 99.14% |