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 | 0.73% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,747 CHF | 137,582 CHF | 99.08% | 99.08% |
15/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 381,831 CHF | 128,277 CHF | 98.85% | 98.85% |
14/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,074 CHF | 125,358 CHF | 99.00% | 99.00% |
13/05/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 391,578 CHF | 131,526 CHF | 94.40% | 94.40% |
10/05/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 401,072 CHF | 134,691 CHF | 98.08% | 98.08% |
08/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 445,916 | 148,639 | 465,593 CHF | 156,684 CHF | 96.90% | 96.90% |
07/05/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 394,569 CHF | 133,023 CHF | 96.76% | 96.76% |
06/05/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,242 CHF | 123,581 CHF | 99.04% | 99.04% |
03/05/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,006 CHF | 119,835 CHF | 98.71% | 98.71% |
02/05/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,644 CHF | 130,381 CHF | 99.18% | 99.18% |