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 | 1.65% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 361,273 CHF | 122,424 CHF | 99.60% | 99.60% |
15/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,046 CHF | 124,682 CHF | 99.44% | 99.44% |
14/05/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 356,813 CHF | 120,938 CHF | 99.64% | 99.64% |
13/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,058 CHF | 121,686 CHF | 99.02% | 99.02% |
10/05/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 351,222 CHF | 119,074 CHF | 99.72% | 99.72% |
08/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,843 CHF | 106,614 CHF | 99.56% | 99.56% |
07/05/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,552 CHF | 104,184 CHF | 99.58% | 99.58% |
06/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 349,274 CHF | 118,925 CHF | 99.74% | 99.74% |
03/05/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 351,518 CHF | 119,673 CHF | 99.39% | 99.39% |
02/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 343,440 CHF | 116,980 CHF | 99.59% | 99.59% |