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 | 1.42% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,566 CHF | 70,855 CHF | 99.36% | 99.36% |
15/05/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,765 CHF | 61,255 CHF | 99.34% | 99.34% |
14/05/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 176,394 CHF | 59,798 CHF | 95.39% | 95.39% |
13/05/2024 | 1.43% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,539 CHF | 70,846 CHF | 97.20% | 97.20% |
10/05/2024 | 1.20% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,693 CHF | 83,898 CHF | 93.50% | 93.50% |
08/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,960 CHF | 88,987 CHF | 99.31% | 99.31% |
07/05/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,851 CHF | 86,284 CHF | 97.80% | 97.80% |
06/05/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,946 CHF | 77,316 CHF | 97.80% | 97.80% |
03/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,186 CHF | 71,729 CHF | 99.00% | 99.00% |
02/05/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,052 CHF | 64,684 CHF | 99.04% | 99.04% |