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 | 1.59% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,268 CHF | 94,923 CHF | 99.35% | 99.35% |
15/05/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,952 CHF | 101,151 CHF | 99.12% | 99.12% |
14/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,847 CHF | 104,449 CHF | 99.36% | 99.36% |
13/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,400 CHF | 99,967 CHF | 98.90% | 98.90% |
10/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 300,289 CHF | 101,596 CHF | 99.38% | 99.38% |
08/05/2024 | 1.52% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,056 CHF | 99,852 CHF | 99.37% | 99.37% |
07/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,745 CHF | 114,082 CHF | 99.37% | 99.37% |
06/05/2024 | 1.46% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,163 CHF | 103,554 CHF | 99.36% | 99.36% |
03/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,911 CHF | 95,804 CHF | 99.18% | 99.18% |
02/05/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,671 CHF | 94,390 CHF | 99.27% | 99.27% |