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 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,058 CHF | 96,353 CHF | 98.94% | 98.94% |
15/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 259,187 CHF | 87,396 CHF | 98.90% | 98.90% |
14/05/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 251,212 CHF | 84,738 CHF | 98.99% | 98.99% |
13/05/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,558 CHF | 90,520 CHF | 94.52% | 94.52% |
10/05/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,372 CHF | 93,791 CHF | 98.10% | 98.10% |
08/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,617 CHF | 100,039 CHF | 96.90% | 96.90% |
07/05/2024 | 1.94% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,995 CHF | 78,165 CHF | 96.76% | 96.76% |
06/05/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,805 CHF | 70,769 CHF | 99.07% | 99.07% |
03/05/2024 | 2.23% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,617 CHF | 68,039 CHF | 98.67% | 98.67% |
02/05/2024 | 1.97% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,899 CHF | 76,800 CHF | 99.21% | 99.21% |