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 | 1.35% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 442,697 CHF | 149,566 CHF | 98.72% | 98.72% |
15/05/2024 | 1.24% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 481,961 CHF | 162,654 CHF | 98.70% | 98.70% |
14/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 424,170 CHF | 143,390 CHF | 98.80% | 98.80% |
13/05/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 439,419 CHF | 148,473 CHF | 93.42% | 93.42% |
10/05/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,296 CHF | 147,099 CHF | 98.78% | 98.78% |
08/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,935 CHF | 157,978 CHF | 98.72% | 98.72% |
07/05/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 445,783 CHF | 150,594 CHF | 98.73% | 98.73% |
06/05/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 423,025 CHF | 143,008 CHF | 98.79% | 98.79% |
03/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 451,633 CHF | 152,544 CHF | 98.75% | 98.75% |
02/05/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,164 CHF | 157,721 CHF | 98.77% | 98.77% |