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 | 1.68% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 353,932 CHF | 119,977 CHF | 97.14% | 97.14% |
15/05/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,290 CHF | 112,430 CHF | 98.30% | 98.30% |
14/05/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,521 CHF | 115,507 CHF | 96.93% | 96.93% |
13/05/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,916 CHF | 113,305 CHF | 92.63% | 92.63% |
10/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 348,836 CHF | 118,279 CHF | 98.74% | 98.74% |
08/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,931 CHF | 102,310 CHF | 96.11% | 96.11% |
07/05/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,628 CHF | 96,209 CHF | 96.50% | 96.50% |
06/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 261,315 CHF | 89,105 CHF | 90.39% | 90.39% |
03/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,789 CHF | 85,930 CHF | 95.20% | 95.20% |
02/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,720 CHF | 85,574 CHF | 97.78% | 97.78% |